+263.8%
STLA vs TMF
-60.1%
+323.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +2.6% | -1.4% | +4.0% | +2.4% |
| 30D | -1.2% | -2.8% | +1.6% | -1.7% |
| 3M | -24.8% | -10.9% | -13.9% | -25.9% |
| 6M | -25.6% | -21.3% | -4.3% | -28.1% |
| YTD | -48.9% | -15.9% | -33.1% | -50.2% |
| 1Y | -38.8% | -15.7% | -23.0% | -40.1% |
| 3Y | -64.5% | -43.4% | -21.2% | -67.0% |
| 5Y | -62.4% | -87.8% | +25.3% | -73.9% |
| 10Y | +55.4% | -86.7% | +142.1% | +23.7% |
| All | +263.8% | -60.1% | +323.9% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling