-38.0%
SFM vs TCOM
-14.9%
-23.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.7% |
| 7D | -7.1% | +2.2% | -9.2% | -7.7% |
| 30D | -21.4% | +12.5% | -33.9% | -24.0% |
| 3M | -40.1% | -5.6% | -34.5% | -40.3% |
| 6M | -38.0% | -16.5% | -21.6% | -39.3% |
| All | -38.0% | -14.9% | -23.1% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling