+212.7%
SFM vs TW
+20.0%
+192.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.9% | -3.9% |
| 7D | -7.2% | -0.5% | -6.7% | -7.0% |
| 30D | -14.3% | -0.6% | -13.7% | -14.2% |
| 3M | -13.7% | +3.4% | -17.1% | -15.0% |
| 6M | -6.0% | -18.4% | +12.4% | -1.9% |
| YTD | -8.2% | -3.9% | -4.3% | -8.8% |
| 1Y | -46.2% | -13.3% | -32.9% | -45.0% |
| 3Y | +83.6% | +20.8% | +62.7% | +71.0% |
| 5Y | +212.7% | +20.3% | +192.4% | +174.0% |
| All | +212.7% | +20.0% | +192.7% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling