+112.2%
SM vs TCOM
+25.9%
+86.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.1% |
| 7D | -0.2% | -10.2% | +10.0% | +1.5% |
| 30D | +20.3% | -16.8% | +37.1% | +23.7% |
| 3M | +22.9% | -16.7% | +39.6% | +26.1% |
| 6M | +47.8% | -27.1% | +74.9% | +54.5% |
| YTD | +107.5% | -45.5% | +153.0% | +126.8% |
| 1Y | +51.7% | -45.9% | +97.6% | +66.0% |
| 3Y | -0.9% | +9.8% | -10.6% | -7.1% |
| 5Y | +112.2% | +23.8% | +88.4% | +98.4% |
| All | +112.2% | +25.9% | +86.4% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling