+500.3%
TTD vs SFM
+137.0%
+363.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.3% |
| 7D | +20.8% | -0.4% | +21.2% | +20.8% |
| 30D | +27.1% | -19.2% | +46.3% | +29.3% |
| 3M | +14.7% | -40.3% | +55.0% | +19.9% |
| 6M | -26.8% | -40.9% | +14.0% | -23.6% |
| YTD | -59.2% | -35.5% | -23.7% | -58.0% |
| 1Y | -64.7% | -37.4% | -27.2% | -63.5% |
| 3Y | -75.8% | +25.5% | -101.3% | -76.6% |
| 5Y | -84.6% | +113.0% | -197.6% | -85.5% |
| All | +500.3% | +137.0% | +363.3% | +472.8% |
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