+613.4%
STT vs TMF
-69.2%
+682.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.5% | +1.2% | -3.7% | -2.2% |
| 30D | -5.0% | +19.7% | -24.7% | -0.9% |
| 3M | -10.5% | -2.1% | -8.4% | -10.7% |
| 6M | +10.0% | -13.4% | +23.5% | +6.9% |
| YTD | +30.7% | -16.7% | +47.4% | +26.1% |
| 1Y | +43.8% | -23.3% | +67.1% | +36.2% |
| 3Y | +168.1% | -24.8% | +192.9% | +160.7% |
| 5Y | +101.4% | -88.0% | +189.5% | +21.0% |
| 10Y | +211.3% | -84.7% | +296.0% | +140.6% |
| All | +613.4% | -69.2% | +682.6% | +744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling