+133.1%
TFC vs SFM
+132.6%
+0.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.2% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -1.3% | -4.4% | +3.1% | -0.9% |
| 3M | +6.1% | +1.5% | +4.5% | +5.5% |
| 6M | +7.3% | +6.5% | +0.9% | +5.7% |
| YTD | +8.2% | +2.2% | +6.0% | +6.9% |
| 1Y | +14.4% | -41.9% | +56.3% | +20.8% |
| 3Y | +93.7% | +106.8% | -13.0% | +72.2% |
| 5Y | +16.4% | +231.6% | -215.2% | -4.3% |
| 10Y | +101.6% | +258.4% | -156.9% | +57.1% |
| All | +133.1% | +132.6% | +0.5% | +88.7% |
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