+91.1%
SFM vs TCOM
+13.4%
+77.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.4% |
| 7D | -5.8% | -7.6% | +1.8% | -5.1% |
| 30D | -11.4% | -12.2% | +0.9% | -10.3% |
| 3M | -12.2% | -14.2% | +2.0% | -11.0% |
| 6M | -5.2% | -25.0% | +19.8% | -2.9% |
| YTD | -4.5% | -43.7% | +39.2% | 0.0% |
| 1Y | -45.4% | -44.5% | -0.9% | -42.8% |
| 3Y | +91.1% | +13.4% | +77.7% | +77.9% |
| All | +91.1% | +13.4% | +77.7% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling