+0.8%
STLA vs TMF
-81.8%
+82.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -11.6% | -3.4% | -8.3% | -11.9% |
| 30D | -6.2% | +11.5% | -17.7% | -5.3% |
| 3M | -24.6% | -4.5% | -20.1% | -24.9% |
| 6M | -44.9% | -15.0% | -29.9% | -45.7% |
| YTD | -62.3% | -19.9% | -42.4% | -63.0% |
| 1Y | -61.8% | -26.6% | -35.2% | -62.9% |
| 3Y | -75.3% | -29.8% | -45.5% | -75.8% |
| 5Y | -72.5% | -88.2% | +15.7% | -81.0% |
| 10Y | +0.8% | -81.4% | +82.1% | -14.5% |
| All | +0.8% | -81.8% | +82.5% | -14.5% |
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