+230.8%
TPR vs SFM
+112.8%
+118.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | +15.1% | -19.2% | +34.3% | +17.2% |
| 3M | -13.4% | -40.3% | +26.9% | -7.9% |
| 6M | +1.4% | -40.9% | +42.2% | +7.5% |
| YTD | +4.8% | -35.5% | +40.3% | +9.3% |
| 1Y | +29.2% | -37.4% | +66.6% | +35.3% |
| 3Y | +403.7% | +25.5% | +378.2% | +373.5% |
| 5Y | +230.8% | +113.0% | +117.8% | +172.8% |
| All | +230.8% | +112.8% | +118.1% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling