+128.3%
SBUX vs TMF
-86.2%
+214.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -2.0% |
| 7D | -6.3% | -0.9% | -5.4% | -6.3% |
| 30D | -3.9% | -1.0% | -2.9% | -3.9% |
| 3M | +3.3% | -11.3% | +14.6% | +3.0% |
| 6M | +1.4% | -22.7% | +24.2% | +0.7% |
| YTD | +21.0% | -17.3% | +38.3% | +20.4% |
| 1Y | +22.4% | -22.5% | +44.9% | +21.6% |
| 3Y | +13.2% | -43.2% | +56.4% | +11.6% |
| 5Y | -5.2% | -88.3% | +83.1% | -18.3% |
| 10Y | +128.3% | -86.0% | +214.4% | +105.4% |
| All | +128.3% | -86.2% | +214.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling