+4.9%
STM vs TFC
+82.8%
-77.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +5.0% |
| 7D | -10.7% | +1.2% | -11.9% | -11.4% |
| 30D | -25.7% | +8.3% | -34.1% | -29.4% |
| 3M | -21.6% | -5.2% | -16.4% | -19.2% |
| 6M | -27.8% | -0.8% | -27.0% | -28.3% |
| YTD | +61.8% | +3.4% | +58.3% | +55.3% |
| 1Y | +78.1% | +17.0% | +61.1% | +57.7% |
| 3Y | +4.9% | +86.2% | -81.3% | -32.7% |
| All | +4.9% | +82.8% | -77.9% | -32.7% |
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