+748.4%
TT vs SFM
+137.0%
+611.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +8.1% | -0.4% | +8.5% | +8.1% |
| 30D | -11.3% | -19.2% | +7.9% | -9.7% |
| 3M | -11.2% | -40.3% | +29.1% | -6.9% |
| 6M | -8.9% | -40.9% | +32.0% | -4.7% |
| YTD | +9.7% | -35.5% | +45.2% | +13.0% |
| 1Y | +1.3% | -37.4% | +38.7% | +4.7% |
| 3Y | +93.4% | +25.5% | +67.9% | +80.0% |
| 5Y | +133.5% | +113.0% | +20.5% | +100.2% |
| All | +748.4% | +137.0% | +611.4% | +616.1% |
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