+148.6%
TE vs SFM
-41.4%
+190.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | +1.6% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -15.9% | -4.4% | -11.5% | -16.3% |
| 3M | -60.5% | +1.5% | -62.1% | -60.3% |
| 6M | -35.2% | +6.5% | -41.7% | -34.3% |
| YTD | -31.1% | +2.2% | -33.3% | -29.4% |
| 1Y | +148.6% | -41.9% | +190.5% | +157.2% |
| All | +148.6% | -41.4% | +190.1% | +157.2% |
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