+463.1%
STM vs TFC
+81.3%
+381.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -1.2% | +2.6% | +2.2% |
| 30D | -8.4% | +7.8% | -16.1% | -11.8% |
| 3M | -15.8% | -3.0% | -12.8% | -14.8% |
| 6M | -22.8% | +5.8% | -28.6% | -25.7% |
| YTD | +79.4% | +5.3% | +74.1% | +73.0% |
| 1Y | +97.0% | +15.7% | +81.3% | +81.3% |
| 3Y | +14.2% | +94.8% | -80.6% | -19.4% |
| 5Y | -4.5% | 0.0% | -4.5% | -9.0% |
| 10Y | +463.1% | +79.0% | +384.1% | +289.5% |
| All | +463.1% | +81.3% | +381.8% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling