+379.1%
TPR vs SFM
+138.2%
+240.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.4% |
| 7D | +14.2% | -1.2% | +15.4% | +14.2% |
| 30D | +17.1% | -24.8% | +41.8% | +20.4% |
| 3M | -17.7% | -43.7% | +26.0% | -12.0% |
| 6M | -10.2% | -37.3% | +27.1% | -5.7% |
| YTD | +4.9% | -38.4% | +43.3% | +9.8% |
| 1Y | +36.1% | -36.9% | +73.1% | +42.0% |
| 3Y | +416.5% | +20.7% | +395.8% | +389.3% |
| 5Y | +254.8% | +103.5% | +151.3% | +208.4% |
| All | +379.1% | +138.2% | +240.9% | +291.3% |
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 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