+44.6%
SMCI vs TCOM
+8.0%
+36.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.4% | +7.0% |
| 7D | +1.3% | -4.9% | +6.2% | +2.9% |
| 30D | +6.6% | -14.4% | +21.0% | +11.8% |
| 3M | +25.4% | -17.7% | +43.1% | +32.4% |
| 6M | +26.1% | -25.1% | +51.2% | +38.1% |
| YTD | +37.0% | -45.7% | +82.7% | +65.7% |
| 1Y | -8.8% | -47.9% | +39.1% | +11.7% |
| 3Y | +44.6% | +8.9% | +35.7% | +34.4% |
| All | +44.6% | +8.0% | +36.6% | +34.4% |
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 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