+26.1%
SFM vs TCOM
+102.6%
-76.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.5% |
| 7D | -7.1% | +2.2% | -9.2% | -7.2% |
| 30D | -21.4% | +12.5% | -33.9% | -21.8% |
| 3M | -40.1% | -5.6% | -34.5% | -40.0% |
| 6M | -38.0% | -16.5% | -21.6% | -37.6% |
| YTD | -36.5% | -39.4% | +2.8% | -35.3% |
| 1Y | -35.2% | -41.0% | +5.8% | -33.9% |
| 3Y | +23.5% | +29.2% | -5.8% | +21.3% |
| 5Y | +109.7% | +41.6% | +68.1% | +103.7% |
| 10Y | +132.6% | +6.6% | +125.9% | +123.1% |
| All | +26.1% | +102.6% | -76.6% | +8.4% |
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