+901.9%
TTMI vs SFM
+96.9%
+805.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.5% | +4.0% |
| 7D | +12.2% | -5.8% | +18.0% | +13.1% |
| 30D | -5.7% | -11.4% | +5.6% | -4.2% |
| 3M | -27.5% | -12.2% | -15.3% | -26.4% |
| 6M | +47.1% | -5.2% | +52.3% | +46.2% |
| YTD | +87.5% | -4.5% | +91.9% | +85.7% |
| 1Y | +175.2% | -45.4% | +220.6% | +206.3% |
| 3Y | +901.9% | +91.1% | +810.8% | +688.1% |
| All | +901.9% | +96.9% | +805.1% | +688.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling