+1,188.0%
TT vs SFM
+40.3%
+1,147.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +2.9% |
| 7D | -2.0% | -1.2% | -0.8% | -2.0% |
| 30D | -14.0% | -24.8% | +10.7% | -11.6% |
| 3M | -15.9% | -43.7% | +27.8% | -10.7% |
| 6M | -17.3% | -37.3% | +19.9% | -13.9% |
| YTD | +4.0% | -38.4% | +42.3% | +8.0% |
| 1Y | -7.1% | -36.9% | +29.8% | -3.9% |
| 3Y | +90.2% | +20.7% | +69.6% | +76.9% |
| 5Y | +131.1% | +103.5% | +27.6% | +96.6% |
| 10Y | +777.7% | +139.7% | +638.0% | +600.6% |
| All | +1,188.0% | +40.3% | +1,147.7% | +1,053.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling