+242.0%
SFM vs TMF
-87.5%
+329.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | -0.1% | -1.4% | +1.4% | 0.0% |
| 30D | -4.4% | -2.8% | -1.5% | -4.3% |
| 3M | +1.5% | -10.9% | +12.4% | +1.8% |
| 6M | +6.5% | -21.3% | +27.8% | +7.3% |
| YTD | +2.2% | -15.9% | +18.0% | +2.7% |
| 1Y | -41.9% | -15.7% | -26.1% | -41.6% |
| 3Y | +106.8% | -43.4% | +150.1% | +108.9% |
| All | +242.0% | -87.5% | +329.5% | +242.3% |
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