+379.9%
TD vs SFM
+132.6%
+247.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -1.6% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.4% | -4.4% | +4.8% | +0.7% |
| 3M | +7.6% | +1.5% | +6.1% | +7.2% |
| 6M | +25.0% | +6.5% | +18.5% | +23.5% |
| YTD | +31.0% | +2.2% | +28.8% | +29.8% |
| 1Y | +65.2% | -41.9% | +107.1% | +72.3% |
| 3Y | +122.5% | +106.8% | +15.7% | +100.2% |
| 5Y | +124.8% | +231.6% | -106.8% | +88.8% |
| 10Y | +298.2% | +258.4% | +39.8% | +217.0% |
| All | +379.9% | +132.6% | +247.3% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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