+266.3%
STT vs TMF
-87.2%
+353.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.2% |
| 30D | +3.9% | -2.8% | +6.7% | +3.4% |
| 3M | +20.0% | -10.9% | +30.9% | +17.8% |
| 6M | +55.3% | -21.3% | +76.6% | +49.5% |
| YTD | +53.3% | -15.9% | +69.2% | +49.4% |
| 1Y | +74.7% | -15.7% | +90.4% | +70.6% |
| 3Y | +205.8% | -43.4% | +249.2% | +182.5% |
| 5Y | +145.0% | -87.8% | +232.8% | +47.9% |
| All | +266.3% | -87.2% | +353.5% | +182.3% |
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