+6,216.6%
TSM vs STLA
+189.9%
+6,026.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.6% | +6.4% |
| 7D | -7.6% | -4.5% | -3.0% | -6.6% |
| 30D | -20.5% | -3.9% | -16.6% | -20.0% |
| 3M | -10.0% | -20.2% | +10.2% | -6.1% |
| 6M | -10.1% | -42.2% | +32.1% | +0.7% |
| YTD | +24.5% | -59.3% | +83.8% | +48.5% |
| 1Y | +31.2% | -56.1% | +87.2% | +53.2% |
| 3Y | +322.0% | -73.7% | +395.6% | +437.9% |
| 5Y | +245.3% | -70.3% | +315.5% | +321.9% |
| 10Y | +1,465.8% | +23.1% | +1,442.7% | +1,426.2% |
| All | +6,216.6% | +189.9% | +6,026.8% | +5,873.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling