+4,789.7%
SITM vs TCOM
+23.8%
+4,765.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +3.9% | -4.9% | +8.7% | +5.9% |
| 30D | -6.6% | -14.4% | +7.8% | -1.1% |
| 3M | -11.9% | -17.7% | +5.8% | -6.0% |
| 6M | +81.1% | -25.1% | +106.2% | +100.3% |
| YTD | +80.0% | -45.7% | +125.7% | +123.8% |
| 1Y | +145.8% | -47.9% | +193.7% | +210.5% |
| 3Y | +475.9% | +8.9% | +466.9% | +413.2% |
| 5Y | +189.2% | +26.9% | +162.4% | +121.1% |
| All | +4,789.7% | +23.8% | +4,765.8% | +3,817.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling