+132.3%
TT vs STLA
-74.6%
+206.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +4.0% | -13.8% | +17.8% | +7.1% |
| 30D | -11.3% | -10.5% | -0.8% | -9.7% |
| 3M | -12.3% | -28.9% | +16.6% | -6.7% |
| 6M | -10.8% | -49.7% | +38.9% | +1.9% |
| YTD | +8.2% | -64.9% | +73.1% | +32.0% |
| 1Y | +1.5% | -64.0% | +65.5% | +22.7% |
| 3Y | +91.5% | -77.4% | +168.9% | +148.8% |
| All | +132.3% | -74.6% | +206.9% | +164.6% |
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 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