-11.8%
TDG vs SFM
-46.0%
+34.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -1.9% | -10.6% | +8.7% | -1.6% |
| 30D | -7.7% | -15.5% | +7.8% | -7.3% |
| 3M | -9.3% | -17.4% | +8.1% | -9.0% |
| 6M | -9.4% | -3.4% | -5.9% | -9.3% |
| YTD | -14.3% | -8.7% | -5.6% | -13.8% |
| 1Y | -11.8% | -47.2% | +35.3% | -12.1% |
| All | -11.8% | -46.0% | +34.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling