+1,753.6%
TSM vs STLA
+48.0%
+1,705.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +3.3% |
| 7D | +6.0% | +0.7% | +5.3% | +5.7% |
| 30D | +4.5% | -2.4% | +6.9% | +4.9% |
| 3M | +3.1% | -23.9% | +27.0% | +11.9% |
| 6M | +30.2% | -24.6% | +54.8% | +41.5% |
| YTD | +45.2% | -50.5% | +95.7% | +77.1% |
| 1Y | +79.6% | -39.8% | +119.4% | +102.0% |
| 3Y | +411.0% | -65.6% | +476.6% | +569.2% |
| 5Y | +290.7% | -62.1% | +352.8% | +380.4% |
| 10Y | +1,753.6% | +47.8% | +1,705.8% | +1,486.4% |
| All | +1,753.6% | +48.0% | +1,705.6% | +1,486.4% |
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