+365.4%
STX vs TMF
-15.2%
+380.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +6.4% |
| 7D | +2.4% | -1.4% | +3.8% | +2.3% |
| 30D | +1.4% | -2.8% | +4.2% | +1.8% |
| 3M | -8.2% | -10.9% | +2.7% | -7.0% |
| 6M | +127.0% | -21.3% | +148.3% | +128.0% |
| YTD | +209.1% | -15.9% | +225.0% | +216.4% |
| 1Y | +365.4% | -15.7% | +381.2% | +340.5% |
| All | +365.4% | -15.2% | +380.7% | +340.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling