-70.1%
STLA vs TMF
-88.0%
+17.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -4.5% | +1.2% | -5.7% | -4.6% |
| 30D | -3.9% | +19.7% | -23.6% | -5.1% |
| 3M | -20.2% | -2.1% | -18.1% | -20.1% |
| 6M | -42.2% | -13.4% | -28.7% | -41.8% |
| YTD | -59.3% | -16.7% | -42.6% | -58.9% |
| 1Y | -56.1% | -23.3% | -32.7% | -55.5% |
| 3Y | -73.7% | -24.8% | -48.8% | -73.3% |
| All | -70.1% | -88.0% | +17.9% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling