+2.5%
SM vs TCOM
+8.5%
-5.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.9% |
| 7D | -0.2% | -10.2% | +10.0% | +0.9% |
| 30D | +20.3% | -16.8% | +37.1% | +22.7% |
| 3M | +22.9% | -16.7% | +39.6% | +25.2% |
| 6M | +47.8% | -27.1% | +74.9% | +52.8% |
| YTD | +107.5% | -45.5% | +153.0% | +122.5% |
| 1Y | +51.7% | -45.9% | +97.6% | +62.8% |
| All | +2.5% | +8.5% | -5.9% | +3.3% |
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 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