+1,967.8%
STX vs TMF
-82.2%
+2,050.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -1.2% |
| 7D | -17.3% | -1.1% | -16.2% | -17.3% |
| 30D | -35.9% | +11.8% | -47.7% | -35.3% |
| 3M | -37.3% | -4.0% | -33.3% | -37.4% |
| 6M | -35.8% | -16.5% | -19.3% | -36.5% |
| YTD | +82.7% | -19.9% | +102.6% | +80.3% |
| 1Y | +71.6% | -25.6% | +97.2% | +68.2% |
| 3Y | +635.3% | -29.9% | +665.1% | +626.9% |
| 5Y | +483.8% | -88.2% | +572.0% | +352.0% |
| 10Y | +1,967.8% | -81.7% | +2,049.5% | +1,840.6% |
| All | +1,967.8% | -82.2% | +2,050.0% | +1,840.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling