+4,437.5%
SITM vs TCOM
+24.4%
+4,413.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.2% |
| 7D | +3.7% | -10.2% | +13.9% | +8.1% |
| 30D | -14.5% | -16.8% | +2.3% | -8.4% |
| 3M | -10.6% | -16.7% | +6.1% | -5.1% |
| 6M | +65.5% | -27.1% | +92.6% | +85.0% |
| YTD | +67.0% | -45.5% | +112.5% | +107.3% |
| 1Y | +138.6% | -45.9% | +184.5% | +196.8% |
| 3Y | +421.8% | +9.8% | +412.1% | +363.6% |
| 5Y | +172.4% | +23.8% | +148.6% | +110.2% |
| All | +4,437.5% | +24.4% | +4,413.1% | +3,529.3% |
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