+15.6%
TFC vs SFM
+219.5%
-203.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.5% |
| 7D | +2.2% | -5.8% | +8.1% | +2.8% |
| 30D | -2.5% | -11.4% | +8.9% | -1.4% |
| 3M | +4.5% | -12.2% | +16.7% | +5.7% |
| 6M | +11.0% | -5.2% | +16.1% | +10.8% |
| YTD | +5.9% | -4.5% | +10.4% | +5.5% |
| 1Y | +14.6% | -45.4% | +60.0% | +22.7% |
| 3Y | +96.7% | +91.1% | +5.6% | +75.8% |
| 5Y | +15.6% | +226.8% | -211.2% | -8.5% |
| All | +15.6% | +219.5% | -203.9% | -8.5% |
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