+14,131.2%
STX vs TMF
-69.1%
+14,200.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.6% | -16.8% | -16.2% |
| 7D | -33.4% | +2.7% | -36.1% | -33.0% |
| 30D | -42.1% | +19.3% | -61.4% | -40.1% |
| 3M | -44.3% | -3.7% | -40.6% | -44.3% |
| 6M | -39.4% | -11.3% | -28.1% | -40.3% |
| YTD | +70.0% | -16.6% | +86.6% | +65.9% |
| 1Y | +70.2% | -21.1% | +91.3% | +64.4% |
| 3Y | +585.2% | -26.8% | +612.0% | +569.3% |
| 5Y | +455.7% | -88.0% | +543.7% | +278.1% |
| 10Y | +2,007.9% | -84.7% | +2,092.6% | +1,637.5% |
| All | +14,131.2% | -69.1% | +14,200.3% | +18,707.5% |
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