+44.4%
SITM vs TCOM
-39.6%
+84.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.2% | -12.5% | -9.0% |
| 7D | -19.5% | +10.7% | -30.2% | -18.7% |
| 30D | -43.2% | +10.1% | -53.3% | -42.7% |
| 3M | -30.8% | -8.9% | -22.0% | -29.8% |
| 6M | -28.6% | -19.2% | -9.4% | -25.9% |
| YTD | +14.2% | -40.6% | +54.8% | +20.4% |
| 1Y | +44.4% | -39.0% | +83.4% | +52.2% |
| All | +44.4% | -39.6% | +84.0% | +52.2% |
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