+22.4%
SBUX vs TMF
-23.1%
+45.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.8% |
| 7D | -6.3% | -0.9% | -5.4% | -6.2% |
| 30D | -3.9% | -1.0% | -2.9% | -3.8% |
| 3M | +3.3% | -11.3% | +14.6% | +4.7% |
| 6M | +1.4% | -22.7% | +24.2% | +4.2% |
| YTD | +21.0% | -17.3% | +38.3% | +23.2% |
| 1Y | +22.4% | -22.5% | +44.9% | +26.0% |
| All | +22.4% | -23.1% | +45.5% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling