+123.0%
TT vs SFM
+107.8%
+15.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.7% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -7.2% | -4.4% | -2.8% | -7.0% |
| 3M | -3.0% | +1.5% | -4.5% | -3.3% |
| 6M | +1.4% | +6.5% | -5.1% | +0.3% |
| YTD | +15.9% | +2.2% | +13.7% | +15.1% |
| 1Y | +9.4% | -41.9% | +51.3% | +17.3% |
| All | +123.0% | +107.8% | +15.2% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling