-64.0%
STLA vs TMF
-30.5%
-33.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.5% |
| 7D | -13.8% | -9.3% | -4.5% | -10.2% |
| 30D | -10.5% | +1.9% | -12.5% | -11.3% |
| 3M | -28.9% | -11.2% | -17.6% | -25.4% |
| 6M | -49.7% | -17.7% | -32.0% | -46.4% |
| YTD | -64.9% | -24.5% | -40.5% | -60.7% |
| 1Y | -64.0% | -29.4% | -34.6% | -59.2% |
| All | -64.0% | -30.5% | -33.6% | -59.2% |
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 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