+25,785.9%
STX vs TMF
-68.9%
+25,854.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +6.4% |
| 7D | +2.4% | -1.4% | +3.8% | +2.1% |
| 30D | +1.4% | -2.8% | +4.2% | +1.1% |
| 3M | -8.2% | -10.9% | +2.7% | -9.8% |
| 6M | +127.0% | -21.3% | +148.3% | +118.4% |
| YTD | +209.1% | -15.9% | +225.0% | +201.1% |
| 1Y | +365.4% | -15.7% | +381.2% | +354.4% |
| 3Y | +1,135.4% | -43.4% | +1,178.7% | +1,042.7% |
| 5Y | +991.5% | -87.8% | +1,079.3% | +645.9% |
| 10Y | +3,695.8% | -86.7% | +3,782.6% | +2,893.1% |
| All | +25,785.9% | -68.9% | +25,854.8% | +34,032.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling