-4.6%
STM vs TFC
+1.3%
-5.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | +12.0% | +2.3% | +9.7% | +10.8% |
| 30D | -0.4% | +10.8% | -11.2% | -5.7% |
| 3M | -13.2% | -3.8% | -9.4% | -11.6% |
| 6M | -26.1% | +9.6% | -35.6% | -30.2% |
| YTD | +81.2% | +5.8% | +75.4% | +73.8% |
| 1Y | +98.3% | +16.2% | +82.1% | +81.0% |
| 3Y | +16.7% | +96.0% | -79.3% | -18.5% |
| All | -4.6% | +1.3% | -5.8% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling