+105.7%
STT vs TMF
-88.2%
+193.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.4% | -3.4% | +3.8% | +0.5% |
| 30D | -0.4% | +11.5% | -11.9% | -0.5% |
| 3M | -6.5% | -4.5% | -2.0% | -6.4% |
| 6M | +17.2% | -15.0% | +32.1% | +17.3% |
| YTD | +38.2% | -19.9% | +58.1% | +38.4% |
| 1Y | +49.3% | -26.6% | +75.9% | +49.6% |
| 3Y | +181.9% | -29.8% | +211.7% | +182.0% |
| All | +105.7% | -88.2% | +193.9% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling