+146.0%
TT vs STLA
-62.4%
+208.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.6% |
| 7D | 0.0% | +2.6% | -2.6% | -0.6% |
| 30D | -7.2% | -1.2% | -5.9% | -7.1% |
| 3M | -3.0% | -24.8% | +21.8% | +2.8% |
| 6M | +1.4% | -25.6% | +26.9% | +7.2% |
| YTD | +15.9% | -48.9% | +64.8% | +31.6% |
| 1Y | +9.4% | -38.8% | +48.2% | +17.1% |
| 3Y | +124.4% | -64.5% | +188.9% | +163.4% |
| All | +146.0% | -62.4% | +208.4% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling