+29.5%
TPR vs SFM
-38.0%
+67.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +12.1% | -6.9% | +19.0% | +12.0% |
| 30D | +16.7% | -25.0% | +41.6% | +16.7% |
| 3M | -17.4% | -42.7% | +25.3% | -16.0% |
| 6M | +2.3% | -41.0% | +43.3% | +4.0% |
| YTD | +7.1% | -38.7% | +45.8% | +12.6% |
| 1Y | +29.5% | -38.1% | +67.6% | +34.7% |
| All | +29.5% | -38.0% | +67.5% | +34.7% |
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 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