+197.6%
STT vs TMF
-82.2%
+279.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | -0.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.0% |
| 30D | -1.9% | +11.8% | -13.7% | 0.0% |
| 3M | -7.6% | -4.0% | -3.5% | -8.0% |
| 6M | +16.0% | -16.5% | +32.5% | +12.9% |
| YTD | +36.2% | -19.9% | +56.1% | +31.8% |
| 1Y | +46.8% | -25.6% | +72.4% | +40.4% |
| 3Y | +177.8% | -29.9% | +207.7% | +169.7% |
| 5Y | +105.8% | -88.2% | +194.1% | +22.3% |
| 10Y | +197.6% | -81.7% | +279.3% | +134.9% |
| All | +197.6% | -82.2% | +279.8% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling