-80.5%
TE vs SFM
+189.3%
-269.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.1% |
| 7D | -19.1% | +6.0% | -25.1% | -19.2% |
| 30D | -34.1% | -19.5% | -14.7% | -33.7% |
| 3M | -60.1% | -37.0% | -23.1% | -59.3% |
| 6M | -66.0% | -41.0% | -24.9% | -65.1% |
| YTD | -71.4% | -34.6% | -36.8% | -71.1% |
| 1Y | -45.3% | -36.3% | -9.0% | -44.5% |
| 3Y | +9.1% | +24.5% | -15.4% | +4.7% |
| 5Y | -82.6% | +115.9% | -198.5% | -83.5% |
| All | -80.5% | +189.3% | -269.8% | -81.4% |
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