+96.7%
TFC vs SM
-14.2%
+110.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.3% |
| 7D | +0.3% | -22.3% | +22.6% | +3.8% |
| 30D | +9.2% | -21.4% | +30.5% | +12.5% |
| 3M | -2.9% | +1.4% | -4.3% | -4.5% |
| 6M | +3.5% | +0.1% | +3.4% | +1.0% |
| YTD | +5.4% | +59.0% | -53.5% | -10.0% |
| 1Y | +17.3% | +64.3% | -47.0% | -1.1% |
| 3Y | +96.7% | -13.1% | +109.8% | +74.9% |
| All | +96.7% | -14.2% | +110.9% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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