+1,260.8%
TTMI vs SFM
+132.6%
+1,128.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +6.0% | +8.3% |
| 7D | +5.9% | -0.1% | +5.9% | +5.9% |
| 30D | -4.3% | -4.4% | +0.1% | -3.6% |
| 3M | -32.0% | +1.5% | -33.6% | -32.7% |
| 6M | +19.5% | +6.5% | +13.0% | +16.3% |
| YTD | +82.0% | +2.2% | +79.9% | +78.1% |
| 1Y | +172.6% | -41.9% | +214.5% | +196.7% |
| 3Y | +744.7% | +106.8% | +637.9% | +592.1% |
| 5Y | +805.6% | +231.6% | +574.0% | +557.7% |
| 10Y | +1,057.6% | +258.4% | +799.2% | +674.3% |
| All | +1,260.8% | +132.6% | +1,128.2% | +926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling