+31.4%
TFC vs SARO
-21.9%
+53.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -2.3% | -14.5% | +12.2% | +2.0% |
| 3M | +2.5% | -5.3% | +7.8% | +3.6% |
| 6M | +9.5% | -15.3% | +24.8% | +13.7% |
| YTD | +5.1% | -15.6% | +20.6% | +8.9% |
| 1Y | +15.5% | -9.1% | +24.6% | +16.2% |
| All | +31.4% | -21.9% | +53.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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