+2,470.3%
SBUX vs TMF
-69.2%
+2,539.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.8% | +3.8% |
| 7D | +4.8% | +0.6% | +4.2% | +4.9% |
| 30D | +20.6% | +16.3% | +4.3% | +22.4% |
| 3M | +4.3% | -2.7% | +6.9% | +4.0% |
| 6M | +5.5% | -13.2% | +18.7% | +4.2% |
| YTD | +32.3% | -16.7% | +49.0% | +30.2% |
| 1Y | +31.2% | -22.7% | +53.9% | +28.1% |
| 3Y | +14.8% | -26.1% | +40.9% | +13.4% |
| 5Y | +8.0% | -88.4% | +96.4% | -15.7% |
| 10Y | +148.7% | -81.8% | +230.6% | +124.3% |
| All | +2,470.3% | -69.2% | +2,539.4% | +2,726.1% |
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