+100.5%
SIMO vs TCOM
-39.6%
+140.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.2% | -12.8% | -9.2% |
| 7D | -16.9% | +10.7% | -27.6% | -16.1% |
| 30D | -35.4% | +10.1% | -45.4% | -34.8% |
| 3M | -31.9% | -8.9% | -23.0% | -31.2% |
| 6M | -19.3% | -19.2% | -0.2% | -15.6% |
| YTD | +98.5% | -40.6% | +139.1% | +115.3% |
| 1Y | +100.5% | -39.0% | +139.6% | +114.8% |
| All | +100.5% | -39.6% | +140.1% | +114.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling