+127.9%
TT vs SFM
+105.4%
+22.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +2.8% |
| 7D | -2.0% | -1.2% | -0.8% | -2.0% |
| 30D | -14.0% | -24.8% | +10.7% | -12.0% |
| 3M | -15.9% | -43.7% | +27.8% | -11.5% |
| 6M | -17.3% | -37.3% | +19.9% | -14.5% |
| YTD | +4.0% | -38.4% | +42.3% | +7.3% |
| 1Y | -7.1% | -36.9% | +29.8% | -4.5% |
| 3Y | +90.2% | +20.7% | +69.6% | +72.2% |
| All | +127.9% | +105.4% | +22.5% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling