+361.8%
TRI vs STLA
+263.8%
+98.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | -0.5% | +2.6% | -3.1% | -0.8% |
| 30D | +7.9% | -1.2% | +9.1% | +8.0% |
| 3M | +24.1% | -24.8% | +48.8% | +27.7% |
| 6M | +3.8% | -25.6% | +29.4% | +6.6% |
| YTD | -16.9% | -48.9% | +32.1% | -11.4% |
| 1Y | -38.4% | -38.8% | +0.4% | -36.0% |
| 3Y | -12.2% | -64.5% | +52.3% | -4.5% |
| 5Y | -1.8% | -62.4% | +60.6% | +4.4% |
| 10Y | +207.6% | +55.4% | +152.2% | +172.9% |
| All | +361.8% | +263.8% | +98.0% | +306.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling