+282.5%
SFM vs TW
+221.1%
+61.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -0.1% | -2.3% | +2.3% | +0.4% |
| 30D | -4.4% | +3.9% | -8.3% | -5.1% |
| 3M | +1.5% | +5.7% | -4.2% | -0.1% |
| 6M | +6.5% | -14.5% | +21.0% | +9.0% |
| YTD | +2.2% | -0.9% | +3.0% | +1.2% |
| 1Y | -41.9% | -13.5% | -28.4% | -40.8% |
| 3Y | +106.8% | +25.0% | +81.8% | +96.0% |
| 5Y | +231.6% | +22.7% | +208.9% | +208.7% |
| All | +282.5% | +221.1% | +61.4% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling