-4.6%
STM vs TMF
-88.6%
+84.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | +12.0% | -9.3% | +21.3% | +12.8% |
| 30D | -0.4% | +1.9% | -2.3% | -0.7% |
| 3M | -13.2% | -11.2% | -2.0% | -12.5% |
| 6M | -26.1% | -17.7% | -8.4% | -25.0% |
| YTD | +81.2% | -24.5% | +105.6% | +84.8% |
| 1Y | +98.3% | -29.4% | +127.7% | +103.1% |
| 3Y | +16.7% | -33.4% | +50.2% | +18.7% |
| All | -4.6% | -88.6% | +84.0% | -15.4% |
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