+322.0%
TSM vs STLA
-74.0%
+396.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.6% | +6.4% |
| 7D | -7.6% | -4.5% | -3.0% | -6.5% |
| 30D | -20.5% | -3.9% | -16.6% | -19.9% |
| 3M | -10.0% | -20.2% | +10.2% | -5.6% |
| 6M | -10.1% | -42.2% | +32.1% | +2.3% |
| YTD | +24.5% | -59.3% | +83.8% | +51.9% |
| 1Y | +31.2% | -56.1% | +87.2% | +55.6% |
| 3Y | +322.0% | -73.7% | +395.6% | +442.8% |
| All | +322.0% | -74.0% | +396.0% | +442.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling