+1,876.8%
TFC vs SM
+1,608.3%
+268.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -1.3% | +26.3% | -27.6% | -4.9% |
| 3M | +6.1% | +8.7% | -2.6% | +4.0% |
| 6M | +7.3% | +51.7% | -44.3% | -0.9% |
| YTD | +8.2% | +99.0% | -90.8% | -4.6% |
| 1Y | +14.4% | +34.6% | -20.2% | +6.7% |
| 3Y | +93.7% | -7.8% | +101.5% | +87.4% |
| 5Y | +16.4% | +104.8% | -88.4% | -3.7% |
| 10Y | +101.6% | +7.2% | +94.3% | +33.1% |
| All | +1,876.8% | +1,608.3% | +268.5% | +821.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling