+3,323.4%
TSM vs SFM
+132.6%
+3,190.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.6% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.6% | -4.4% | +8.0% | +3.9% |
| 3M | -3.4% | +1.5% | -4.9% | -3.8% |
| 6M | +20.6% | +6.5% | +14.1% | +19.0% |
| YTD | +41.9% | +2.2% | +39.7% | +40.4% |
| 1Y | +84.4% | -41.9% | +126.3% | +92.7% |
| 3Y | +380.2% | +106.8% | +273.5% | +337.9% |
| 5Y | +275.3% | +231.6% | +43.8% | +222.2% |
| 10Y | +1,751.4% | +258.4% | +1,493.0% | +1,425.3% |
| All | +3,323.4% | +132.6% | +3,190.8% | +2,923.1% |
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