+2,353.5%
SBUX vs TMF
-68.9%
+2,422.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.2% |
| 7D | -3.1% | -1.4% | -1.7% | -3.3% |
| 30D | -0.9% | -2.8% | +2.0% | -1.1% |
| 3M | +11.6% | -10.9% | +22.5% | +10.4% |
| 6M | +8.8% | -21.3% | +30.1% | +6.3% |
| YTD | +26.3% | -15.9% | +42.2% | +24.4% |
| 1Y | +23.1% | -15.7% | +38.9% | +21.4% |
| 3Y | +15.0% | -43.4% | +58.3% | +10.2% |
| 5Y | +0.4% | -87.8% | +88.1% | -20.8% |
| 10Y | +130.7% | -86.7% | +217.4% | +96.6% |
| All | +2,353.5% | -68.9% | +2,422.4% | +2,600.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling