+487.4%
STX vs TFC
-0.4%
+487.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +9.0% |
| 7D | -14.8% | +0.3% | -15.1% | -14.8% |
| 30D | -35.4% | +9.2% | -44.5% | -37.7% |
| 3M | -37.7% | -2.9% | -34.8% | -37.1% |
| 6M | -35.2% | +3.5% | -38.7% | -37.1% |
| YTD | +84.4% | +5.4% | +79.0% | +76.9% |
| 1Y | +82.3% | +17.3% | +64.9% | +66.7% |
| 3Y | +646.2% | +96.7% | +549.5% | +442.1% |
| 5Y | +487.4% | -1.1% | +488.5% | +480.8% |
| All | +487.4% | -0.4% | +487.9% | +480.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling