+13,962.2%
STX vs TMF
-69.2%
+14,031.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -28.5% | +1.2% | -29.7% | -28.3% |
| 30D | -42.9% | +19.7% | -62.7% | -40.9% |
| 3M | -45.9% | -2.1% | -43.8% | -45.8% |
| 6M | -41.3% | -13.4% | -27.8% | -42.4% |
| YTD | +67.9% | -16.7% | +84.7% | +63.9% |
| 1Y | +66.5% | -23.3% | +89.9% | +60.1% |
| 3Y | +588.0% | -24.8% | +612.8% | +575.8% |
| 5Y | +449.1% | -88.0% | +537.1% | +273.5% |
| 10Y | +1,982.8% | -84.7% | +2,067.6% | +1,616.4% |
| All | +13,962.2% | -69.2% | +14,031.3% | +18,478.7% |
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 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