+13.6%
TPR vs SFM
-45.2%
+58.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -3.3% |
| 7D | -3.4% | -5.8% | +2.4% | -3.0% |
| 30D | -27.3% | -11.4% | -16.0% | -26.7% |
| 3M | -16.2% | -12.2% | -4.0% | -15.7% |
| 6M | -17.9% | -5.2% | -12.7% | -17.4% |
| YTD | -7.1% | -4.5% | -2.6% | -6.0% |
| 1Y | +13.6% | -45.4% | +59.0% | +26.6% |
| All | +13.6% | -45.2% | +58.8% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling