+893.7%
TT vs STLA
+48.0%
+845.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.4% |
| 7D | +1.6% | +0.7% | +0.8% | +1.3% |
| 30D | -7.3% | -2.4% | -5.0% | -7.0% |
| 3M | -2.6% | -23.9% | +21.3% | +4.2% |
| 6M | +5.9% | -24.6% | +30.5% | +13.0% |
| YTD | +15.4% | -50.5% | +65.9% | +35.9% |
| 1Y | +8.2% | -39.8% | +48.1% | +18.7% |
| 3Y | +122.7% | -65.6% | +188.3% | +175.1% |
| 5Y | +145.0% | -62.1% | +207.0% | +183.4% |
| 10Y | +893.7% | +47.8% | +846.0% | +640.1% |
| All | +893.7% | +48.0% | +845.7% | +640.1% |
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