+94.6%
TT vs STLA
-75.4%
+170.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.4% |
| 7D | +3.5% | -11.6% | +15.1% | +5.0% |
| 30D | -11.0% | -6.2% | -4.9% | -10.5% |
| 3M | -12.0% | -24.6% | +12.6% | -9.2% |
| 6M | -10.4% | -44.9% | +34.5% | -3.9% |
| YTD | +9.9% | -62.3% | +72.2% | +22.7% |
| 1Y | +1.5% | -61.8% | +63.3% | +12.8% |
| All | +94.6% | -75.4% | +170.0% | +107.6% |
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 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