-35.0%
SFM vs TCOM
-39.6%
+4.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.5% | +3.1% |
| 7D | -12.3% | +10.7% | -22.9% | -13.6% |
| 30D | -16.2% | +10.1% | -26.3% | -17.4% |
| 3M | -36.8% | -8.9% | -27.9% | -36.5% |
| 6M | -32.6% | -19.2% | -13.4% | -31.7% |
| YTD | -31.7% | -40.6% | +8.9% | -30.7% |
| 1Y | -35.0% | -39.0% | +4.0% | -34.1% |
| All | -35.0% | -39.6% | +4.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling