+126.8%
TFC vs SFM
+39.6%
+87.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.7% | -6.9% | +8.6% | +2.5% |
| 30D | +9.0% | -25.0% | +34.0% | +12.0% |
| 3M | -2.1% | -42.7% | +40.6% | +3.5% |
| 6M | +3.4% | -41.0% | +44.4% | +8.6% |
| YTD | +5.3% | -38.7% | +43.9% | +9.6% |
| 1Y | +16.2% | -38.1% | +54.3% | +20.7% |
| 3Y | +94.8% | +19.3% | +75.5% | +83.2% |
| 5Y | -0.7% | +103.1% | -103.8% | -14.2% |
| 10Y | +80.9% | +131.1% | -50.2% | +47.7% |
| All | +126.8% | +39.6% | +87.2% | +93.3% |
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