-58.9%
STLA vs TMF
-25.6%
-33.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.0% |
| 7D | -4.9% | -1.1% | -3.9% | -4.5% |
| 30D | -4.9% | +11.8% | -16.7% | -9.5% |
| 3M | -23.7% | -4.0% | -19.6% | -22.4% |
| 6M | -45.0% | -16.5% | -28.4% | -41.5% |
| YTD | -60.9% | -19.9% | -41.0% | -57.2% |
| 1Y | -58.9% | -25.6% | -33.3% | -54.2% |
| All | -58.9% | -25.6% | -33.3% | -54.2% |
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