+165.5%
SITM vs TCOM
-42.5%
+208.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.6% |
| 7D | +9.7% | -9.5% | +19.2% | +10.6% |
| 30D | +12.7% | -10.7% | +23.4% | +13.8% |
| 3M | -13.4% | -14.6% | +1.2% | -11.2% |
| 6M | +59.6% | -19.3% | +78.9% | +64.9% |
| YTD | +73.3% | -42.9% | +116.2% | +88.6% |
| 1Y | +165.5% | -43.8% | +209.3% | +191.3% |
| All | +165.5% | -42.5% | +208.0% | +191.3% |
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 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