-60.3%
TSLL vs STLA
-62.2%
+1.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -18.2% |
| 7D | -28.9% | -5.5% | -23.4% | -25.1% |
| 30D | -21.4% | -3.7% | -17.7% | -20.0% |
| 3M | +5.0% | -21.1% | +26.1% | +24.9% |
| 6M | -36.6% | -38.3% | +1.8% | -6.5% |
| YTD | -56.6% | -59.2% | +2.6% | -14.6% |
| 1Y | -60.9% | -56.7% | -4.2% | -28.7% |
| 3Y | -25.2% | -74.3% | +49.1% | +116.1% |
| All | -60.3% | -62.2% | +1.9% | -24.6% |
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