+462.1%
TTMI vs SFM
+23.6%
+438.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +8.7% |
| 7D | +7.2% | -7.1% | +14.3% | +7.9% |
| 30D | -28.7% | -21.4% | -7.3% | -27.5% |
| 3M | -39.8% | -40.1% | +0.3% | -36.4% |
| 6M | -51.7% | -38.0% | -13.7% | -49.5% |
| YTD | +14.1% | -36.5% | +50.6% | +17.6% |
| 1Y | +16.0% | -35.2% | +51.2% | +18.8% |
| All | +462.1% | +23.6% | +438.5% | +327.4% |
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