+1,184.4%
STX vs TMF
-42.2%
+1,226.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +6.3% |
| 7D | +2.4% | -1.4% | +3.8% | +2.4% |
| 30D | +1.4% | -2.8% | +4.2% | +1.6% |
| 3M | -8.2% | -10.9% | +2.7% | -7.4% |
| 6M | +127.0% | -21.3% | +148.3% | +131.0% |
| YTD | +209.1% | -15.9% | +225.0% | +213.1% |
| 1Y | +365.4% | -15.7% | +381.2% | +369.4% |
| All | +1,184.4% | -42.2% | +1,226.6% | +1,160.1% |
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