+812.9%
TTMI vs SFM
+217.9%
+595.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -3.2% |
| 7D | +7.5% | -7.2% | +14.7% | +9.0% |
| 30D | -4.5% | -14.3% | +9.8% | -1.9% |
| 3M | -28.5% | -13.7% | -14.8% | -27.0% |
| 6M | +28.4% | -6.0% | +34.4% | +28.0% |
| YTD | +80.1% | -8.2% | +88.3% | +79.6% |
| 1Y | +161.0% | -46.2% | +207.3% | +191.4% |
| 3Y | +862.4% | +83.6% | +778.9% | +670.8% |
| 5Y | +812.9% | +212.7% | +600.2% | +554.8% |
| All | +812.9% | +217.9% | +595.1% | +554.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling