+673.8%
STX vs TFC
+97.5%
+576.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | +14.6% | +2.3% | +12.3% | +13.7% |
| 30D | -26.0% | +10.8% | -36.8% | -28.8% |
| 3M | -42.6% | -3.8% | -38.9% | -41.8% |
| 6M | -35.3% | +9.6% | -44.8% | -38.8% |
| YTD | +92.5% | +5.8% | +86.7% | +83.6% |
| 1Y | +102.4% | +16.2% | +86.2% | +84.0% |
| 3Y | +673.8% | +96.0% | +577.8% | +479.9% |
| All | +673.8% | +97.5% | +576.3% | +479.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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