+241.9%
SFM vs TW
+206.7%
+35.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -10.6% | -4.5% | -6.1% | -9.8% |
| 30D | -15.5% | -2.3% | -13.2% | -15.1% |
| 3M | -17.4% | +2.6% | -20.0% | -18.2% |
| 6M | -3.4% | -17.5% | +14.1% | -0.5% |
| YTD | -8.7% | -5.3% | -3.4% | -8.8% |
| 1Y | -47.2% | -14.8% | -32.4% | -46.0% |
| 3Y | +82.7% | +18.8% | +63.9% | +74.9% |
| 5Y | +214.3% | +20.7% | +193.6% | +194.0% |
| All | +241.9% | +206.7% | +35.2% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling