+19.9%
SM vs TCOM
-9.8%
+29.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +4.6% | -4.9% | +9.5% | +6.6% |
| 30D | +18.2% | -14.4% | +32.6% | +25.4% |
| 3M | +22.5% | -17.7% | +40.2% | +30.8% |
| 6M | +50.6% | -25.1% | +75.7% | +65.3% |
| YTD | +108.1% | -45.7% | +153.9% | +156.9% |
| 1Y | +46.0% | -47.9% | +93.9% | +82.9% |
| 3Y | +2.9% | +8.9% | -6.1% | -15.7% |
| 5Y | +112.6% | +26.9% | +85.7% | +36.1% |
| All | +19.9% | -9.8% | +29.7% | -18.0% |
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