+2,198.9%
TT vs STLA
+189.9%
+2,009.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.0% | -4.5% | +2.5% | -1.1% |
| 30D | -14.0% | -3.9% | -10.1% | -13.7% |
| 3M | -15.9% | -20.2% | +4.3% | -12.6% |
| 6M | -17.3% | -42.2% | +24.8% | -8.4% |
| YTD | +4.0% | -59.3% | +63.3% | +22.3% |
| 1Y | -7.1% | -56.1% | +48.9% | +7.1% |
| 3Y | +90.2% | -73.7% | +163.9% | +136.3% |
| 5Y | +131.1% | -70.3% | +201.4% | +174.0% |
| 10Y | +777.7% | +23.1% | +754.6% | +675.6% |
| All | +2,198.9% | +189.9% | +2,009.1% | +1,841.3% |
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