+753.3%
TT vs STLA
+18.3%
+734.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.0% | -4.5% | +2.5% | -0.9% |
| 30D | -14.0% | -3.9% | -10.1% | -13.6% |
| 3M | -15.9% | -20.2% | +4.3% | -11.7% |
| 6M | -17.3% | -42.2% | +24.8% | -5.9% |
| YTD | +4.0% | -59.3% | +63.3% | +27.9% |
| 1Y | -7.1% | -56.1% | +48.9% | +11.2% |
| 3Y | +90.2% | -73.7% | +163.9% | +151.5% |
| 5Y | +131.1% | -70.3% | +201.4% | +184.2% |
| All | +753.3% | +18.3% | +734.9% | +614.1% |
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