+127.2%
TFC vs SFM
+41.7%
+85.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +0.3% | -10.2% | +10.5% | +1.5% |
| 30D | +9.2% | -23.9% | +33.0% | +11.9% |
| 3M | -2.9% | -42.3% | +39.3% | +2.6% |
| 6M | +3.5% | -40.1% | +43.6% | +8.6% |
| YTD | +5.4% | -37.8% | +43.2% | +9.5% |
| 1Y | +17.3% | -37.1% | +54.4% | +21.6% |
| 3Y | +96.7% | +21.5% | +75.1% | +84.6% |
| 5Y | -1.1% | +103.8% | -104.9% | -14.6% |
| 10Y | +84.7% | +142.0% | -57.2% | +50.1% |
| All | +127.2% | +41.7% | +85.5% | +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