+1,502.2%
TSM vs STLA
+21.0%
+1,481.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -2.5% | -6.4% | +3.8% | -0.5% |
| 30D | -14.3% | -1.3% | -12.9% | -14.3% |
| 3M | -7.2% | -19.9% | +12.7% | -1.5% |
| 6M | -5.1% | -42.9% | +37.8% | +12.2% |
| YTD | +28.9% | -59.4% | +88.3% | +66.3% |
| 1Y | +37.1% | -56.8% | +93.9% | +72.2% |
| 3Y | +341.5% | -73.1% | +414.5% | +523.9% |
| 5Y | +245.7% | -70.1% | +315.8% | +355.7% |
| 10Y | +1,502.2% | +19.8% | +1,482.5% | +1,438.4% |
| All | +1,502.2% | +21.0% | +1,481.2% | +1,438.4% |
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