+275.6%
SFM vs TCOM
-9.8%
+285.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.8% |
| 7D | -10.6% | -4.9% | -5.7% | -10.5% |
| 30D | -15.5% | -14.4% | -1.1% | -15.2% |
| 3M | -17.4% | -17.7% | +0.2% | -17.1% |
| 6M | -3.4% | -25.1% | +21.7% | -3.0% |
| YTD | -8.7% | -45.7% | +37.1% | -7.8% |
| 1Y | -47.2% | -47.9% | +0.7% | -46.6% |
| 3Y | +82.7% | +8.9% | +73.8% | +83.3% |
| 5Y | +214.3% | +26.9% | +187.4% | +217.3% |
| All | +275.6% | -9.8% | +285.4% | +270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling