+39.3%
TDY vs SFM
+211.2%
-171.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.4% |
| 7D | -1.9% | -8.8% | +6.9% | -0.9% |
| 30D | -12.5% | -14.5% | +2.0% | -11.0% |
| 3M | -0.8% | -16.8% | +16.0% | +1.0% |
| 6M | -9.0% | -5.3% | -3.6% | -9.0% |
| YTD | +16.8% | -9.4% | +26.2% | +17.1% |
| 1Y | +9.5% | -46.2% | +55.6% | +17.2% |
| 3Y | +45.4% | +81.3% | -35.9% | +29.4% |
| All | +39.3% | +211.2% | -171.9% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling