+96.7%
TFC vs SFM
+23.1%
+73.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.9% |
| 7D | +0.3% | -10.2% | +10.5% | +1.1% |
| 30D | +9.2% | -23.9% | +33.0% | +10.9% |
| 3M | -2.9% | -42.3% | +39.3% | +0.6% |
| 6M | +3.5% | -40.1% | +43.6% | +6.7% |
| YTD | +5.4% | -37.8% | +43.2% | +8.2% |
| 1Y | +17.3% | -37.1% | +54.4% | +20.1% |
| 3Y | +96.7% | +21.5% | +75.1% | +95.1% |
| All | +96.7% | +23.1% | +73.6% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling