+1,808.6%
STM vs TFC
+1,618.7%
+189.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +4.9% |
| 7D | -10.7% | +1.2% | -11.9% | -11.3% |
| 30D | -25.7% | +8.3% | -34.1% | -28.8% |
| 3M | -21.6% | -5.2% | -16.4% | -19.7% |
| 6M | -27.8% | -0.8% | -27.0% | -28.2% |
| YTD | +61.8% | +3.4% | +58.3% | +57.5% |
| 1Y | +78.1% | +17.0% | +61.1% | +63.1% |
| 3Y | +4.9% | +86.2% | -81.3% | -24.4% |
| 5Y | -14.3% | -2.3% | -12.0% | -18.0% |
| 10Y | +414.1% | +93.9% | +320.1% | +221.1% |
| All | +1,808.6% | +1,618.7% | +189.9% | +473.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling