+399.5%
TPR vs SFM
+23.6%
+375.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.1% | -2.0% |
| 7D | +6.4% | -7.1% | +13.5% | +7.2% |
| 30D | +13.8% | -21.4% | +35.2% | +16.1% |
| 3M | -16.6% | -40.1% | +23.5% | -11.5% |
| 6M | +0.7% | -38.0% | +38.7% | +6.1% |
| YTD | +5.3% | -36.5% | +41.9% | +10.2% |
| 1Y | +32.4% | -35.2% | +67.6% | +37.9% |
| All | +399.5% | +23.6% | +375.8% | +354.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling