+133.6%
SFM vs TCOM
+5.9%
+127.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.3% |
| 7D | +6.0% | -1.8% | +7.8% | +6.1% |
| 30D | -19.5% | +12.1% | -31.5% | -19.7% |
| 3M | -37.0% | -3.2% | -33.8% | -37.0% |
| 6M | -41.0% | -16.6% | -24.4% | -40.9% |
| YTD | -34.6% | -39.4% | +4.8% | -34.2% |
| 1Y | -36.3% | -41.5% | +5.3% | -35.8% |
| 3Y | +24.5% | +24.4% | +0.2% | +24.6% |
| 5Y | +115.9% | +41.6% | +74.3% | +117.3% |
| All | +133.6% | +5.9% | +127.7% | +130.1% |
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