+327.2%
SMH vs TCOM
+29.4%
+297.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +0.3% | -4.9% | +5.2% | +1.4% |
| 30D | -2.8% | -14.4% | +11.6% | +0.5% |
| 3M | -6.7% | -17.7% | +10.9% | -3.2% |
| 6M | +41.8% | -25.1% | +66.9% | +50.3% |
| YTD | +57.9% | -45.7% | +103.6% | +79.4% |
| 1Y | +87.6% | -47.9% | +135.5% | +115.1% |
| 3Y | +282.9% | +8.9% | +274.0% | +254.8% |
| All | +327.2% | +29.4% | +297.8% | +249.3% |
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