+199.4%
STT vs TMF
-83.0%
+282.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +0.9% | +0.6% | +0.3% | +1.0% |
| 30D | -2.3% | +16.3% | -18.6% | +0.2% |
| 3M | -7.5% | -2.7% | -4.8% | -7.7% |
| 6M | +14.9% | -13.2% | +28.0% | +12.5% |
| YTD | +34.9% | -16.7% | +51.6% | +31.4% |
| 1Y | +47.1% | -22.7% | +69.8% | +41.5% |
| 3Y | +179.6% | -26.1% | +205.7% | +174.0% |
| 5Y | +107.1% | -88.4% | +195.5% | +21.3% |
| 10Y | +199.4% | -81.8% | +281.2% | +132.7% |
| All | +199.4% | -83.0% | +282.4% | +132.7% |
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 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