+15.7%
STM vs TFC
+94.1%
-78.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | +2.4% | +3.4% | +4.3% |
| 30D | -1.0% | -1.3% | +0.3% | -0.3% |
| 3M | -33.3% | +6.1% | -39.3% | -36.1% |
| 6M | +57.4% | +7.3% | +50.0% | +49.5% |
| YTD | +102.2% | +8.2% | +94.0% | +90.0% |
| 1Y | +99.6% | +14.4% | +85.2% | +80.8% |
| All | +15.7% | +94.1% | -78.3% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling