+1,147.1%
STM vs TMF
-68.9%
+1,216.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +5.8% | -1.4% | +7.2% | +5.5% |
| 30D | -1.0% | -2.8% | +1.8% | -1.4% |
| 3M | -33.3% | -10.9% | -22.4% | -34.6% |
| 6M | +57.4% | -21.3% | +78.7% | +50.4% |
| YTD | +102.2% | -15.9% | +118.1% | +95.9% |
| 1Y | +99.6% | -15.7% | +115.3% | +93.8% |
| 3Y | +14.5% | -43.4% | +57.9% | +4.5% |
| 5Y | +21.4% | -87.8% | +109.1% | -22.8% |
| 10Y | +695.0% | -86.7% | +781.7% | +499.9% |
| All | +1,147.1% | -68.9% | +1,216.0% | +1,628.5% |
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