+21.0%
STM vs TMF
-87.5%
+108.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.8% | -1.4% | +7.2% | +5.9% |
| 30D | -1.0% | -2.8% | +1.8% | -0.8% |
| 3M | -33.3% | -10.9% | -22.4% | -32.6% |
| 6M | +57.4% | -21.3% | +78.7% | +60.1% |
| YTD | +102.2% | -15.9% | +118.1% | +104.8% |
| 1Y | +99.6% | -15.7% | +115.3% | +102.0% |
| 3Y | +14.5% | -43.4% | +57.9% | +16.4% |
| All | +21.0% | -87.5% | +108.5% | +13.7% |
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