+330.4%
TSM vs SFM
+27.3%
+303.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | +6.2% | +6.0% | +0.2% | +5.9% |
| 30D | -7.3% | -19.5% | +12.2% | -6.5% |
| 3M | -7.1% | -37.0% | +29.9% | -5.1% |
| 6M | +0.2% | -41.0% | +41.2% | +2.7% |
| YTD | +32.2% | -34.6% | +66.9% | +34.0% |
| 1Y | +42.8% | -36.3% | +79.0% | +45.0% |
| 3Y | +330.4% | +24.5% | +305.9% | +350.2% |
| All | +330.4% | +27.3% | +303.1% | +350.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling