+212.7%
SFM vs TCOM
+25.9%
+186.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.8% |
| 7D | -7.2% | -10.2% | +3.0% | -6.8% |
| 30D | -14.3% | -16.8% | +2.5% | -13.8% |
| 3M | -13.7% | -16.7% | +3.0% | -13.2% |
| 6M | -6.0% | -27.1% | +21.1% | -5.1% |
| YTD | -8.2% | -45.5% | +37.3% | -6.7% |
| 1Y | -46.2% | -45.9% | -0.4% | -45.3% |
| 3Y | +83.6% | +9.8% | +73.8% | +84.2% |
| 5Y | +212.7% | +23.8% | +188.9% | +218.8% |
| All | +212.7% | +25.9% | +186.8% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling