+1.5%
SMR vs TFC
+2.9%
-1.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.8% |
| 7D | +4.7% | -2.5% | +7.2% | +6.1% |
| 30D | +3.2% | -2.8% | +6.1% | +4.5% |
| 3M | +9.9% | +2.1% | +7.8% | +6.8% |
| 6M | -15.1% | +10.1% | -25.2% | -21.3% |
| YTD | -27.9% | +5.4% | -33.4% | -31.1% |
| 1Y | -70.2% | +16.3% | -86.6% | -73.3% |
| 3Y | +72.5% | +95.9% | -23.4% | +18.2% |
| All | +1.5% | +2.9% | -1.5% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling