+15.5%
SM vs TCOM
+5.9%
+9.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +9.4% | -1.8% | +11.2% | +10.1% |
| 30D | -14.4% | +12.1% | -26.5% | -18.5% |
| 3M | +1.6% | -3.2% | +4.7% | +1.9% |
| 6M | +6.3% | -16.6% | +23.0% | +12.0% |
| YTD | +78.8% | -39.4% | +118.2% | +109.6% |
| 1Y | +83.1% | -41.5% | +124.7% | +118.0% |
| 3Y | -5.9% | +24.4% | -30.3% | -26.9% |
| 5Y | +4.8% | +41.6% | -36.8% | -35.4% |
| All | +15.5% | +5.9% | +9.6% | -20.7% |
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