+328.6%
TMO vs SFM
+271.4%
+57.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.6% | -10.6% | +10.0% | +0.2% |
| 30D | +1.1% | -15.5% | +16.6% | +2.4% |
| 3M | +28.3% | -17.4% | +45.8% | +30.1% |
| 6M | +23.3% | -3.4% | +26.7% | +23.0% |
| YTD | +5.5% | -8.7% | +14.1% | +5.5% |
| 1Y | +24.5% | -47.2% | +71.7% | +30.4% |
| 3Y | +19.6% | +82.7% | -63.2% | +10.0% |
| 5Y | +8.1% | +214.3% | -206.2% | -6.5% |
| All | +328.6% | +271.4% | +57.2% | +249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling