+79.6%
TSM vs STLA
-40.1%
+119.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.8% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | +4.5% | -2.4% | +6.9% | +4.8% |
| 3M | +3.1% | -23.9% | +27.0% | +7.7% |
| 6M | +30.2% | -24.6% | +54.8% | +36.1% |
| YTD | +45.2% | -50.5% | +95.7% | +56.1% |
| 1Y | +79.6% | -39.8% | +119.4% | +90.0% |
| All | +79.6% | -40.1% | +119.7% | +90.0% |
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