-49.1%
TSLL vs STLA
-67.5%
+18.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -2.9% |
| 7D | +17.8% | -13.8% | +31.6% | +31.8% |
| 30D | +8.2% | -10.5% | +18.8% | +15.9% |
| 3M | +20.9% | -28.9% | +49.7% | +54.7% |
| 6M | -37.5% | -49.7% | +12.2% | +8.5% |
| YTD | -44.5% | -64.9% | +20.4% | +22.5% |
| 1Y | -33.0% | -64.0% | +31.1% | +42.4% |
| 3Y | -6.4% | -77.4% | +71.1% | +195.2% |
| All | -49.1% | -67.5% | +18.3% | +8.2% |
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 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