-20.6%
TRI vs STLA
-66.9%
+46.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -14.4% | -3.8% | -10.5% | -14.1% |
| 30D | -8.1% | -3.1% | -5.0% | -8.0% |
| 3M | +17.5% | -19.6% | +37.2% | +18.7% |
| 6M | -5.0% | -23.5% | +18.5% | -4.2% |
| YTD | -24.7% | -51.5% | +26.8% | -21.6% |
| 1Y | -41.5% | -39.7% | -1.8% | -40.5% |
| All | -20.6% | -66.9% | +46.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling