-74.4%
STLA vs TMF
-30.8%
-43.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.9% |
| 7D | -4.9% | -1.1% | -3.9% | -4.7% |
| 30D | -4.9% | +11.8% | -16.7% | -7.0% |
| 3M | -23.7% | -4.0% | -19.6% | -23.1% |
| 6M | -45.0% | -16.5% | -28.4% | -43.3% |
| YTD | -60.9% | -19.9% | -41.0% | -59.4% |
| 1Y | -58.9% | -25.6% | -33.3% | -56.9% |
| 3Y | -74.4% | -29.9% | -44.6% | -73.6% |
| All | -74.4% | -30.8% | -43.7% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling