+1,336.0%
TT vs SFM
+132.6%
+1,203.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.5% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -7.2% | -4.4% | -2.8% | -6.7% |
| 3M | -3.0% | +1.5% | -4.5% | -3.6% |
| 6M | +1.4% | +6.5% | -5.1% | -0.4% |
| YTD | +15.9% | +2.2% | +13.7% | +14.3% |
| 1Y | +9.4% | -41.9% | +51.3% | +15.8% |
| 3Y | +124.4% | +106.8% | +17.6% | +96.9% |
| 5Y | +138.0% | +231.6% | -93.6% | +92.4% |
| 10Y | +886.4% | +258.4% | +628.0% | +657.0% |
| All | +1,336.0% | +132.6% | +1,203.4% | +1,121.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling