-10.9%
TRI vs STLA
-63.7%
+52.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -14.4% | -3.8% | -10.5% | -14.0% |
| 30D | -8.1% | -3.1% | -5.0% | -7.8% |
| 3M | +17.5% | -19.6% | +37.2% | +19.7% |
| 6M | -5.0% | -23.5% | +18.5% | -3.3% |
| YTD | -24.7% | -51.5% | +26.8% | -19.8% |
| 1Y | -41.5% | -39.7% | -1.8% | -39.6% |
| 3Y | -20.3% | -66.3% | +46.0% | -13.2% |
| 5Y | -10.9% | -63.1% | +52.2% | -9.4% |
| All | -10.9% | -63.7% | +52.8% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling