+411.3%
TTMI vs SFM
+137.0%
+274.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.3% |
| 7D | +22.6% | -0.4% | +23.0% | +22.6% |
| 30D | -34.3% | -19.2% | -15.1% | -32.8% |
| 3M | -44.8% | -40.3% | -4.5% | -40.3% |
| 6M | -53.3% | -40.9% | -12.4% | -49.7% |
| YTD | +10.6% | -35.5% | +46.1% | +15.7% |
| 1Y | +8.2% | -37.4% | +45.6% | +13.8% |
| 3Y | +435.7% | +25.5% | +410.2% | +368.5% |
| 5Y | +434.2% | +113.0% | +321.2% | +306.0% |
| All | +411.3% | +137.0% | +274.3% | +236.2% |
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