+277.4%
SMH vs TCOM
+7.1%
+270.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.2% |
| 7D | +1.4% | -6.5% | +7.9% | +2.7% |
| 30D | -2.2% | -16.2% | +14.0% | +1.2% |
| 3M | -1.9% | -19.3% | +17.5% | +2.0% |
| 6M | +41.0% | -27.2% | +68.2% | +50.0% |
| YTD | +55.6% | -46.2% | +101.8% | +76.1% |
| 1Y | +86.8% | -46.6% | +133.4% | +111.7% |
| All | +277.4% | +7.1% | +270.2% | +256.2% |
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