+36.0%
TSM vs STLA
-53.0%
+89.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -2.6% |
| 7D | -10.0% | -0.6% | -9.3% | -9.9% |
| 30D | -18.5% | +3.6% | -22.1% | -18.9% |
| 3M | -4.9% | -20.6% | +15.8% | -2.3% |
| 6M | -1.0% | -34.3% | +33.4% | +4.9% |
| YTD | +31.3% | -57.3% | +88.6% | +37.0% |
| 1Y | +36.0% | -52.6% | +88.7% | +39.8% |
| All | +36.0% | -53.0% | +89.0% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling