-85.6%
SMR vs TFC
+20.8%
-106.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.4% | -5.6% |
| 7D | -9.5% | +5.1% | -14.6% | -11.3% |
| 30D | -33.2% | +9.8% | -43.0% | -35.8% |
| 3M | -45.9% | -2.4% | -43.5% | -45.6% |
| 6M | -57.9% | +4.9% | -62.8% | -60.5% |
| YTD | -63.8% | +6.6% | -70.4% | -66.7% |
| 1Y | -85.6% | +21.3% | -106.9% | -89.4% |
| All | -85.6% | +20.8% | -106.4% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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