+223.1%
SM vs TCOM
+2,694.8%
-2,471.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +0.1% | -9.5% | +9.6% | +3.2% |
| 30D | +26.3% | -10.7% | +37.0% | +30.7% |
| 3M | +8.7% | -14.6% | +23.3% | +13.2% |
| 6M | +51.7% | -19.3% | +71.0% | +59.6% |
| YTD | +99.0% | -42.9% | +142.0% | +130.9% |
| 1Y | +34.6% | -43.8% | +78.4% | +56.7% |
| 3Y | -7.8% | +2.1% | -9.9% | -16.3% |
| 5Y | +104.8% | +31.2% | +73.6% | +54.7% |
| 10Y | +7.2% | -13.9% | +21.2% | -5.6% |
| All | +223.1% | +2,694.8% | -2,471.7% | +30.8% |
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