-64.6%
STLA vs TMF
-42.2%
-22.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +2.6% | -1.4% | +4.0% | +2.8% |
| 30D | -1.2% | -2.8% | +1.6% | -0.8% |
| 3M | -24.8% | -10.9% | -13.9% | -23.4% |
| 6M | -25.6% | -21.3% | -4.3% | -22.8% |
| YTD | -48.9% | -15.9% | -33.1% | -47.6% |
| 1Y | -38.8% | -15.7% | -23.0% | -37.2% |
| All | -64.6% | -42.2% | -22.4% | -62.3% |
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