+53.1%
STLA vs TMF
-86.8%
+139.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +2.6% | -1.4% | +4.0% | +2.5% |
| 30D | -1.2% | -2.8% | +1.6% | -1.5% |
| 3M | -24.8% | -10.9% | -13.9% | -25.5% |
| 6M | -25.6% | -21.3% | -4.3% | -27.3% |
| YTD | -48.9% | -15.9% | -33.1% | -49.7% |
| 1Y | -38.8% | -15.7% | -23.0% | -39.6% |
| 3Y | -64.5% | -43.4% | -21.2% | -66.4% |
| 5Y | -62.4% | -87.8% | +25.3% | -73.9% |
| All | +53.1% | -86.8% | +139.9% | +22.2% |
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