+168.1%
STT vs TMF
-25.3%
+193.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.5% | +1.2% | -3.7% | -2.5% |
| 30D | -5.0% | +19.7% | -24.7% | -5.6% |
| 3M | -10.5% | -2.1% | -8.4% | -10.4% |
| 6M | +10.0% | -13.4% | +23.5% | +10.5% |
| YTD | +30.7% | -16.7% | +47.4% | +31.4% |
| 1Y | +43.8% | -23.3% | +67.1% | +45.0% |
| 3Y | +168.1% | -24.8% | +192.9% | +168.1% |
| All | +168.1% | -25.3% | +193.4% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling