+2,071.0%
STX vs TMF
-83.0%
+2,154.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.8% |
| 7D | -14.8% | +0.6% | -15.4% | -14.7% |
| 30D | -35.4% | +16.3% | -51.7% | -34.4% |
| 3M | -37.7% | -2.7% | -35.0% | -37.6% |
| 6M | -35.2% | -13.2% | -22.1% | -35.7% |
| YTD | +84.4% | -16.7% | +101.1% | +82.5% |
| 1Y | +82.3% | -22.7% | +105.0% | +79.2% |
| 3Y | +646.2% | -26.1% | +672.3% | +641.3% |
| 5Y | +487.4% | -88.4% | +575.8% | +350.4% |
| 10Y | +2,071.0% | -81.8% | +2,152.9% | +1,941.3% |
| All | +2,071.0% | -83.0% | +2,154.0% | +1,941.3% |
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