+481.0%
STX vs TMF
-88.7%
+569.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.2% |
| 7D | +16.8% | -8.2% | +25.0% | +16.9% |
| 30D | -27.0% | +5.3% | -32.4% | -27.1% |
| 3M | -37.9% | -8.5% | -29.4% | -37.8% |
| 6M | -32.5% | -17.2% | -15.3% | -32.3% |
| YTD | +98.6% | -23.4% | +122.0% | +99.5% |
| 1Y | +93.6% | -30.2% | +123.8% | +94.7% |
| 3Y | +699.1% | -32.9% | +732.0% | +701.6% |
| 5Y | +481.0% | -88.5% | +569.6% | +437.6% |
| All | +481.0% | -88.7% | +569.7% | +437.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling