+750.6%
TT vs SFM
+146.8%
+603.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.6% |
| 7D | +1.7% | -10.2% | +12.0% | +2.8% |
| 30D | -11.8% | -23.9% | +12.1% | -9.7% |
| 3M | -12.6% | -42.3% | +29.7% | -8.0% |
| 6M | -9.4% | -40.1% | +30.8% | -5.4% |
| YTD | +8.8% | -37.8% | +46.6% | +12.5% |
| 1Y | -2.5% | -37.1% | +34.6% | +0.6% |
| 3Y | +95.7% | +21.5% | +74.1% | +82.7% |
| 5Y | +135.7% | +103.8% | +32.0% | +103.0% |
| 10Y | +750.6% | +142.0% | +608.6% | +602.4% |
| All | +750.6% | +146.8% | +603.8% | +602.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling