+235.5%
SIMO vs TCOM
-45.6%
+281.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.3% |
| 7D | +14.5% | -10.2% | +24.7% | +15.5% |
| 30D | +20.4% | -16.8% | +37.2% | +22.2% |
| 3M | +7.1% | -16.7% | +23.8% | +9.5% |
| 6M | +129.2% | -27.1% | +156.3% | +143.3% |
| YTD | +201.9% | -45.5% | +247.4% | +239.7% |
| 1Y | +235.5% | -45.9% | +281.4% | +278.2% |
| All | +235.5% | -45.6% | +281.1% | +278.2% |
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