+673.8%
STX vs TMF
-32.2%
+706.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.1% |
| 7D | +14.6% | -9.3% | +23.9% | +14.8% |
| 30D | -26.0% | +1.9% | -27.9% | -26.2% |
| 3M | -42.6% | -11.2% | -31.4% | -42.3% |
| 6M | -35.3% | -17.7% | -17.6% | -34.6% |
| YTD | +92.5% | -24.5% | +116.9% | +95.5% |
| 1Y | +102.4% | -29.4% | +131.8% | +106.3% |
| 3Y | +673.8% | -33.4% | +707.3% | +671.7% |
| All | +673.8% | -32.2% | +706.1% | +671.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling