+108.7%
SMR vs TFC
+95.2%
+13.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.3% |
| 7D | +10.3% | +0.1% | +10.2% | +10.2% |
| 30D | -25.7% | +8.6% | -34.4% | -30.5% |
| 3M | -49.7% | -4.3% | -45.4% | -48.4% |
| 6M | -59.8% | +5.4% | -65.3% | -62.7% |
| YTD | -66.0% | +4.5% | -70.5% | -68.1% |
| 1Y | -81.4% | +14.0% | -95.4% | -83.9% |
| All | +108.7% | +95.2% | +13.5% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling