-41.9%
SFM vs TCOM
-42.5%
+0.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.0% |
| 7D | -0.1% | -9.5% | +9.5% | +1.5% |
| 30D | -4.4% | -10.7% | +6.4% | -2.6% |
| 3M | +1.5% | -14.6% | +16.1% | +3.9% |
| 6M | +6.5% | -19.3% | +25.8% | +10.2% |
| YTD | +2.2% | -42.9% | +45.1% | +8.8% |
| 1Y | -41.9% | -43.8% | +1.9% | -37.4% |
| All | -41.9% | -42.5% | +0.6% | -37.4% |
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