+1,883.6%
STX vs TMF
-84.4%
+1,968.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -28.5% | +1.2% | -29.7% | -28.4% |
| 30D | -42.9% | +19.7% | -62.7% | -42.0% |
| 3M | -45.9% | -2.1% | -43.8% | -45.8% |
| 6M | -41.3% | -13.4% | -27.8% | -41.8% |
| YTD | +67.9% | -16.7% | +84.7% | +66.2% |
| 1Y | +66.5% | -23.3% | +89.9% | +63.6% |
| 3Y | +588.0% | -24.8% | +612.8% | +585.1% |
| 5Y | +449.1% | -88.0% | +537.1% | +324.9% |
| All | +1,883.6% | -84.4% | +1,968.0% | +1,712.3% |
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