-56.8%
TSLL vs STLA
-62.3%
+5.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.9% | +8.8% |
| 7D | -21.2% | -4.5% | -16.7% | -17.8% |
| 30D | -13.3% | -3.9% | -9.4% | -11.5% |
| 3M | +15.4% | -20.2% | +35.6% | +35.8% |
| 6M | -34.2% | -42.2% | +7.9% | +2.5% |
| YTD | -52.9% | -59.3% | +6.4% | -7.0% |
| 1Y | -54.3% | -56.1% | +1.7% | -18.2% |
| 3Y | -18.4% | -73.7% | +55.3% | +128.7% |
| All | -56.8% | -62.3% | +5.4% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling