+11.1%
SMR vs TFC
+3.4%
+7.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.1% | +17.4% | +16.5% |
| 7D | +21.4% | +2.2% | +19.1% | +19.5% |
| 30D | +13.8% | -2.5% | +16.3% | +15.1% |
| 3M | +3.9% | +4.5% | -0.6% | -0.6% |
| 6M | -4.2% | +11.0% | -15.2% | -11.6% |
| YTD | -21.1% | +5.9% | -27.0% | -24.8% |
| 1Y | -67.1% | +14.6% | -81.6% | -70.2% |
| 3Y | +88.9% | +96.7% | -7.9% | +29.1% |
| All | +11.1% | +3.4% | +7.7% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling