+295.4%
TRI vs SFM
+117.5%
+178.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.5% | 0.0% | -5.9% |
| 7D | -7.1% | -5.8% | -1.3% | -6.5% |
| 30D | -2.3% | -11.4% | +9.0% | -1.3% |
| 3M | +19.6% | -12.2% | +31.8% | +20.8% |
| 6M | -8.7% | -5.2% | -3.5% | -8.7% |
| YTD | -22.3% | -4.5% | -17.8% | -22.4% |
| 1Y | -40.7% | -45.4% | +4.7% | -38.0% |
| 3Y | -17.8% | +91.1% | -108.8% | -23.3% |
| 5Y | -8.5% | +226.8% | -235.3% | -18.8% |
| 10Y | +192.6% | +291.9% | -99.3% | +149.6% |
| All | +295.4% | +117.5% | +178.0% | +243.7% |
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 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