+102.9%
SFM vs TCOM
+90.7%
+12.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +2.9% |
| 7D | -0.1% | -9.5% | +9.5% | +0.4% |
| 30D | -4.4% | -10.7% | +6.4% | -3.9% |
| 3M | +1.5% | -14.6% | +16.1% | +2.2% |
| 6M | +6.5% | -19.3% | +25.8% | +7.4% |
| YTD | +2.2% | -42.9% | +45.1% | +4.5% |
| 1Y | -41.9% | -43.8% | +1.9% | -40.5% |
| 3Y | +106.8% | +2.1% | +104.7% | +105.0% |
| 5Y | +231.6% | +31.2% | +200.3% | +223.1% |
| 10Y | +258.4% | -13.9% | +272.4% | +250.8% |
| All | +102.9% | +90.7% | +12.3% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling