+1,817.6%
SMH vs TCOM
-9.8%
+1,827.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +0.3% | -4.9% | +5.2% | +1.6% |
| 30D | -2.8% | -14.4% | +11.6% | +1.2% |
| 3M | -6.7% | -17.7% | +10.9% | -2.6% |
| 6M | +41.8% | -25.1% | +66.9% | +51.8% |
| YTD | +57.9% | -45.7% | +103.6% | +83.3% |
| 1Y | +87.6% | -47.9% | +135.5% | +120.1% |
| 3Y | +282.9% | +8.9% | +274.0% | +249.1% |
| 5Y | +330.4% | +26.9% | +303.6% | +247.6% |
| All | +1,817.6% | -9.8% | +1,827.4% | +1,507.4% |
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 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