+215.7%
SIMO vs TCOM
+30.2%
+185.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | -22.0% | +12.1% | -34.1% | -23.4% |
| 30D | -43.0% | +16.5% | -59.5% | -44.6% |
| 3M | -39.1% | -4.0% | -35.1% | -38.8% |
| 6M | -33.3% | -18.5% | -14.8% | -30.7% |
| YTD | +77.0% | -38.3% | +115.3% | +94.4% |
| 1Y | +73.0% | -36.6% | +109.6% | +88.6% |
| 3Y | +215.7% | +31.1% | +184.6% | +183.9% |
| All | +215.7% | +30.2% | +185.5% | +183.9% |
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 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