-43.8%
TE vs SFM
+230.9%
-274.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -6.5% | +16.5% | +10.6% |
| 7D | +18.2% | -5.8% | +24.0% | +18.8% |
| 30D | -13.5% | -11.4% | -2.1% | -12.7% |
| 3M | -44.6% | -12.2% | -32.4% | -44.1% |
| 6M | -24.7% | -5.2% | -19.5% | -25.1% |
| YTD | -24.3% | -4.5% | -19.8% | -24.9% |
| 1Y | +155.6% | -45.4% | +200.9% | +178.6% |
| 3Y | -18.3% | +91.1% | -109.3% | -28.6% |
| All | -43.8% | +230.9% | -274.7% | -51.6% |
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