+191.1%
TRI vs SFM
+271.4%
-80.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -7.9% | -10.6% | +2.7% | -6.8% |
| 30D | -4.5% | -15.5% | +11.0% | -2.9% |
| 3M | +22.1% | -17.4% | +39.5% | +24.2% |
| 6M | -2.8% | -3.4% | +0.7% | -3.0% |
| YTD | -23.4% | -8.7% | -14.7% | -23.2% |
| 1Y | -41.5% | -47.2% | +5.6% | -38.6% |
| 3Y | -19.2% | +82.7% | -101.9% | -24.4% |
| 5Y | -9.4% | +214.3% | -223.7% | -19.1% |
| All | +191.1% | +271.4% | -80.4% | +144.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling