-74.2%
STLA vs TMF
-88.7%
+14.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.4% | -1.6% | -5.8% |
| 7D | -13.1% | -8.2% | -4.9% | -12.5% |
| 30D | -13.3% | +5.3% | -18.6% | -13.5% |
| 3M | -27.9% | -8.5% | -19.4% | -27.4% |
| 6M | -47.8% | -17.2% | -30.7% | -47.3% |
| YTD | -64.6% | -23.4% | -41.1% | -64.0% |
| 1Y | -64.0% | -30.2% | -33.7% | -63.3% |
| 3Y | -76.8% | -32.9% | -43.9% | -76.4% |
| 5Y | -74.2% | -88.5% | +14.4% | -80.0% |
| All | -74.2% | -88.7% | +14.5% | -80.0% |
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