+855.4%
STM vs TMF
-69.1%
+924.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.6% | -13.0% | -12.3% |
| 7D | -20.1% | +2.7% | -22.8% | -19.6% |
| 30D | -32.0% | +19.3% | -51.3% | -29.6% |
| 3M | -24.2% | -3.7% | -20.5% | -24.3% |
| 6M | -29.9% | -11.3% | -18.6% | -31.3% |
| YTD | +54.9% | -16.6% | +71.5% | +50.4% |
| 1Y | +68.0% | -21.1% | +89.1% | +61.5% |
| 3Y | -0.1% | -26.8% | +26.7% | -3.3% |
| 5Y | -17.9% | -88.0% | +70.1% | -48.0% |
| 10Y | +392.2% | -84.7% | +476.9% | +290.4% |
| All | +855.4% | -69.1% | +924.5% | +1,226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling