+235.3%
TPR vs SFM
+132.6%
+102.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.4% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | -4.4% | -18.6% | -22.4% |
| 3M | -12.5% | +1.5% | -14.0% | -12.8% |
| 6M | -21.4% | +6.5% | -27.9% | -22.7% |
| YTD | -3.5% | +2.2% | -5.7% | -4.7% |
| 1Y | +17.4% | -41.9% | +59.2% | +25.2% |
| 3Y | +291.3% | +106.8% | +184.5% | +245.1% |
| 5Y | +241.9% | +231.6% | +10.3% | +176.8% |
| 10Y | +322.7% | +258.4% | +64.2% | +219.7% |
| All | +235.3% | +132.6% | +102.8% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling