+16,011.1%
STX vs TFC
+237.5%
+15,773.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.3% |
| 7D | +2.4% | +2.4% | -0.1% | +1.3% |
| 30D | +1.4% | -1.3% | +2.7% | +2.0% |
| 3M | -8.2% | +6.1% | -14.3% | -11.1% |
| 6M | +127.0% | +7.3% | +119.7% | +118.5% |
| YTD | +209.1% | +8.2% | +201.0% | +195.8% |
| 1Y | +365.4% | +14.4% | +351.0% | +333.1% |
| 3Y | +1,135.4% | +93.7% | +1,041.7% | +815.7% |
| 5Y | +991.5% | +16.4% | +975.1% | +868.5% |
| 10Y | +3,695.8% | +101.6% | +3,594.3% | +2,388.4% |
| All | +16,011.1% | +237.5% | +15,773.6% | +7,868.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling