-15.7%
STM vs TMF
-88.0%
+72.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | -10.7% | +1.2% | -11.9% | -10.8% |
| 30D | -25.7% | +19.7% | -45.5% | -26.9% |
| 3M | -21.6% | -2.1% | -19.5% | -21.5% |
| 6M | -27.8% | -13.4% | -14.4% | -27.0% |
| YTD | +61.8% | -16.7% | +78.5% | +63.9% |
| 1Y | +78.1% | -23.3% | +101.4% | +81.4% |
| 3Y | +4.9% | -24.8% | +29.7% | +5.9% |
| All | -15.7% | -88.0% | +72.2% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling