+129.7%
SFM vs TW
+291.9%
-162.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -6.9% | +3.1% | -10.0% | -7.4% |
| 30D | -25.0% | +16.7% | -41.7% | -27.1% |
| 3M | -42.7% | +25.2% | -67.9% | -45.1% |
| 6M | -41.0% | +19.5% | -60.5% | -43.2% |
| YTD | -38.7% | +21.0% | -59.7% | -41.5% |
| 1Y | -38.1% | +19.0% | -57.1% | -40.8% |
| 3Y | +19.3% | +40.7% | -21.4% | +10.7% |
| 5Y | +103.1% | +40.1% | +63.0% | +83.7% |
| All | +129.7% | +291.9% | -162.3% | +80.8% |
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