+16.2%
TFC vs SFM
-38.0%
+54.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +1.7% | -6.9% | +8.6% | +1.8% |
| 30D | +9.0% | -25.0% | +34.0% | +8.6% |
| 3M | -2.1% | -42.7% | +40.6% | -3.0% |
| 6M | +3.4% | -41.0% | +44.4% | +2.6% |
| YTD | +5.3% | -38.7% | +43.9% | +6.6% |
| 1Y | +16.2% | -38.1% | +54.3% | +16.8% |
| All | +16.2% | -38.0% | +54.1% | +16.8% |
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