+147.5%
TTMI vs SFM
-46.9%
+194.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | +6.0% | -8.8% | +14.8% | +6.4% |
| 30D | -6.4% | -14.5% | +8.0% | -5.8% |
| 3M | -28.9% | -16.8% | -12.1% | -28.3% |
| 6M | +26.9% | -5.3% | +32.2% | +25.7% |
| YTD | +77.3% | -9.4% | +86.7% | +77.2% |
| 1Y | +147.5% | -46.2% | +193.7% | +132.8% |
| All | +147.5% | -46.9% | +194.4% | +132.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling