+190.5%
STLA vs TMF
-60.5%
+251.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.4% |
| 7D | -5.5% | +2.7% | -8.2% | -5.2% |
| 30D | -3.7% | +19.3% | -23.0% | -1.3% |
| 3M | -21.1% | -3.7% | -17.5% | -21.6% |
| 6M | -38.3% | -11.3% | -27.0% | -39.4% |
| YTD | -59.2% | -16.6% | -42.6% | -60.3% |
| 1Y | -56.7% | -21.1% | -35.6% | -58.1% |
| 3Y | -74.3% | -26.8% | -47.5% | -75.0% |
| 5Y | -70.2% | -88.0% | +17.8% | -79.4% |
| 10Y | +23.4% | -84.7% | +108.1% | +1.1% |
| All | +190.5% | -60.5% | +251.0% | +217.7% |
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