+3,010.1%
TSM vs SFM
+41.7%
+2,968.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | -2.5% | -10.2% | +7.7% | -1.6% |
| 30D | -14.3% | -23.9% | +9.6% | -12.6% |
| 3M | -7.2% | -42.3% | +35.0% | -3.3% |
| 6M | -5.1% | -40.1% | +35.0% | -1.7% |
| YTD | +28.9% | -37.8% | +66.7% | +32.5% |
| 1Y | +37.1% | -37.1% | +74.2% | +40.6% |
| 3Y | +341.5% | +21.5% | +319.9% | +319.9% |
| 5Y | +245.7% | +103.8% | +141.9% | +208.1% |
| 10Y | +1,502.2% | +142.0% | +1,360.3% | +1,259.8% |
| All | +3,010.1% | +41.7% | +2,968.5% | +2,752.7% |
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