-35.0%
SFM vs TW
+20.8%
-55.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.6% |
| 7D | -12.3% | +6.0% | -18.2% | -12.4% |
| 30D | -16.2% | +18.6% | -34.8% | -15.9% |
| 3M | -36.8% | +26.5% | -63.3% | -36.2% |
| 6M | -32.6% | +13.1% | -45.7% | -33.7% |
| YTD | -31.7% | +18.5% | -50.3% | -32.1% |
| 1Y | -35.0% | +21.7% | -56.7% | -35.4% |
| All | -35.0% | +20.8% | -55.8% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling