+113.0%
SFM vs TMF
-88.7%
+201.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | +1.8% |
| 7D | -0.4% | -8.2% | +7.7% | -0.1% |
| 30D | -19.2% | +5.3% | -24.6% | -19.4% |
| 3M | -40.3% | -8.5% | -31.8% | -40.1% |
| 6M | -40.9% | -17.2% | -23.7% | -40.5% |
| YTD | -35.5% | -23.4% | -12.1% | -34.9% |
| 1Y | -37.4% | -30.2% | -7.2% | -36.7% |
| 3Y | +25.5% | -32.9% | +58.4% | +26.3% |
| 5Y | +113.0% | -88.5% | +201.6% | +118.8% |
| All | +113.0% | -88.7% | +201.7% | +118.8% |
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