+752.7%
TTMI vs SFM
+44.5%
+708.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +8.4% |
| 7D | +7.2% | -7.1% | +14.3% | +8.7% |
| 30D | -28.7% | -21.4% | -7.3% | -26.6% |
| 3M | -39.8% | -40.1% | +0.3% | -35.1% |
| 6M | -51.7% | -38.0% | -13.7% | -48.6% |
| YTD | +14.1% | -36.5% | +50.6% | +19.7% |
| 1Y | +16.0% | -35.2% | +51.2% | +21.0% |
| 3Y | +452.7% | +23.5% | +429.2% | +390.6% |
| 5Y | +451.5% | +109.7% | +341.8% | +328.8% |
| 10Y | +443.1% | +132.6% | +310.6% | +288.4% |
| All | +752.7% | +44.5% | +708.2% | +590.2% |
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