+2,463.0%
TT vs STLA
+263.8%
+2,199.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -0.2% | +2.6% | -2.8% | -0.8% |
| 30D | -7.4% | -1.2% | -6.1% | -7.3% |
| 3M | -3.2% | -24.8% | +21.6% | +2.3% |
| 6M | +1.1% | -25.6% | +26.7% | +6.7% |
| YTD | +15.6% | -48.9% | +64.6% | +30.6% |
| 1Y | +9.2% | -38.8% | +47.9% | +17.3% |
| 3Y | +124.4% | -64.5% | +188.9% | +163.2% |
| 5Y | +138.0% | -62.4% | +200.4% | +170.0% |
| 10Y | +886.4% | +55.4% | +831.0% | +734.8% |
| All | +2,463.0% | +263.8% | +2,199.2% | +1,977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling