+7,096.9%
TSM vs STLA
+263.8%
+6,833.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.6% |
| 7D | +2.7% | +2.6% | +0.1% | +2.1% |
| 30D | +3.6% | -1.2% | +4.8% | +3.7% |
| 3M | -3.4% | -24.8% | +21.4% | +2.7% |
| 6M | +20.6% | -25.6% | +46.2% | +28.2% |
| YTD | +41.9% | -48.9% | +90.8% | +61.7% |
| 1Y | +84.4% | -38.8% | +123.1% | +100.1% |
| 3Y | +380.2% | -64.5% | +444.8% | +475.3% |
| 5Y | +275.3% | -62.4% | +337.8% | +337.5% |
| 10Y | +1,751.4% | +55.4% | +1,696.0% | +1,622.3% |
| All | +7,096.9% | +263.8% | +6,833.1% | +6,405.4% |
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 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