+445.6%
SITM vs TCOM
+7.1%
+438.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.5% |
| 7D | +4.8% | -6.5% | +11.4% | +7.2% |
| 30D | -9.7% | -16.2% | +6.5% | -4.6% |
| 3M | -9.3% | -19.3% | +10.0% | -3.4% |
| 6M | +69.5% | -27.2% | +96.7% | +87.2% |
| YTD | +70.5% | -46.2% | +116.7% | +108.5% |
| 1Y | +145.3% | -46.6% | +191.9% | +200.7% |
| All | +445.6% | +7.1% | +438.5% | +462.1% |
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