+579.5%
SIMO vs TCOM
-12.7%
+592.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.8% |
| 7D | +14.5% | -10.2% | +24.7% | +17.1% |
| 30D | +20.4% | -16.8% | +37.2% | +25.0% |
| 3M | +7.1% | -16.7% | +23.8% | +10.5% |
| 6M | +129.2% | -27.1% | +156.3% | +143.5% |
| YTD | +201.9% | -45.5% | +247.4% | +240.0% |
| 1Y | +235.5% | -45.9% | +281.4% | +278.5% |
| 3Y | +463.8% | +9.8% | +454.1% | +425.2% |
| 5Y | +306.7% | +23.8% | +282.9% | +247.9% |
| 10Y | +579.5% | -10.8% | +590.2% | +469.9% |
| All | +579.5% | -12.7% | +592.1% | +469.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling