+3,365.1%
SIMO vs TCOM
+1,205.4%
+2,159.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +8.9% |
| 7D | +4.2% | -9.5% | +13.8% | +6.7% |
| 30D | +4.1% | -10.7% | +14.8% | +6.7% |
| 3M | -12.9% | -14.6% | +1.8% | -10.3% |
| 6M | +110.3% | -19.3% | +129.7% | +119.3% |
| YTD | +178.6% | -42.9% | +221.5% | +213.6% |
| 1Y | +220.0% | -43.8% | +263.8% | +261.8% |
| 3Y | +409.0% | +2.1% | +406.9% | +379.4% |
| 5Y | +277.3% | +31.2% | +246.1% | +210.5% |
| 10Y | +506.6% | -13.9% | +520.5% | +415.6% |
| All | +3,365.1% | +1,205.4% | +2,159.7% | +1,171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling