+452.3%
SIMO vs TCOM
+13.4%
+438.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.4% |
| 7D | +14.6% | -7.6% | +22.2% | +16.2% |
| 30D | +6.2% | -12.2% | +18.4% | +8.5% |
| 3M | +3.6% | -14.2% | +17.8% | +5.9% |
| 6M | +130.8% | -25.0% | +155.8% | +143.1% |
| YTD | +195.8% | -43.7% | +239.4% | +230.0% |
| 1Y | +225.0% | -44.5% | +269.5% | +264.0% |
| 3Y | +452.3% | +13.4% | +438.9% | +428.4% |
| All | +452.3% | +13.4% | +438.9% | +428.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling