+1,753.6%
TSM vs SFM
+293.3%
+1,460.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +2.9% |
| 7D | +6.0% | -5.8% | +11.9% | +6.5% |
| 30D | +4.5% | -11.4% | +15.9% | +5.5% |
| 3M | +3.1% | -12.2% | +15.3% | +4.0% |
| 6M | +30.2% | -5.2% | +35.4% | +29.9% |
| YTD | +45.2% | -4.5% | +49.7% | +44.5% |
| 1Y | +79.6% | -45.4% | +124.9% | +88.7% |
| 3Y | +411.0% | +91.1% | +319.9% | +370.9% |
| 5Y | +290.7% | +226.8% | +63.9% | +238.0% |
| 10Y | +1,753.6% | +291.9% | +1,461.7% | +1,398.3% |
| All | +1,753.6% | +293.3% | +1,460.3% | +1,398.3% |
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