+4.9%
STM vs TMF
-25.3%
+30.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -10.7% | +1.2% | -11.9% | -10.9% |
| 30D | -25.7% | +19.7% | -45.5% | -27.6% |
| 3M | -21.6% | -2.1% | -19.5% | -21.4% |
| 6M | -27.8% | -13.4% | -14.4% | -26.3% |
| YTD | +61.8% | -16.7% | +78.5% | +65.6% |
| 1Y | +78.1% | -23.3% | +101.4% | +83.9% |
| 3Y | +4.9% | -24.8% | +29.7% | +6.3% |
| All | +4.9% | -25.3% | +30.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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