+741.5%
TT vs SFM
+140.8%
+600.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.6% |
| 7D | +3.5% | -7.1% | +10.6% | +4.2% |
| 30D | -11.0% | -21.4% | +10.4% | -9.2% |
| 3M | -12.0% | -40.1% | +28.1% | -7.8% |
| 6M | -10.4% | -38.0% | +27.6% | -6.9% |
| YTD | +9.9% | -36.5% | +46.5% | +13.4% |
| 1Y | +1.5% | -35.2% | +36.7% | +4.3% |
| 3Y | +93.7% | +23.5% | +70.2% | +80.6% |
| 5Y | +139.2% | +109.7% | +29.5% | +105.5% |
| 10Y | +741.5% | +132.6% | +608.9% | +601.1% |
| All | +741.5% | +140.8% | +600.7% | +601.1% |
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 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