+322.0%
TSM vs SFM
+18.5%
+303.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.8% | +11.2% | +6.5% |
| 7D | -7.6% | -1.2% | -6.3% | -7.5% |
| 30D | -20.5% | -24.8% | +4.3% | -19.6% |
| 3M | -10.0% | -43.7% | +33.7% | -7.5% |
| 6M | -10.1% | -37.3% | +27.2% | -8.6% |
| YTD | +24.5% | -38.4% | +62.9% | +26.5% |
| 1Y | +31.2% | -36.9% | +68.1% | +32.6% |
| 3Y | +322.0% | +20.7% | +301.3% | +349.2% |
| All | +322.0% | +18.5% | +303.4% | +349.2% |
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