+1,287.2%
TDG vs SFM
+108.9%
+1,178.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.3% |
| 7D | -2.4% | -7.2% | +4.7% | -1.7% |
| 30D | -8.0% | -14.3% | +6.3% | -6.7% |
| 3M | -10.5% | -13.7% | +3.3% | -9.4% |
| 6M | -11.9% | -6.0% | -5.9% | -11.9% |
| YTD | -15.4% | -8.2% | -7.1% | -15.2% |
| 1Y | -14.2% | -46.2% | +32.0% | -9.7% |
| 3Y | +51.0% | +83.6% | -32.5% | +41.4% |
| 5Y | +126.5% | +212.7% | -86.2% | +101.4% |
| 10Y | +535.6% | +273.0% | +262.5% | +443.8% |
| All | +1,287.2% | +108.9% | +1,178.3% | +1,136.4% |
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