+72.5%
SMR vs TCOM
+7.1%
+65.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.0% |
| 7D | +4.7% | -6.5% | +11.2% | +7.6% |
| 30D | +3.2% | -16.2% | +19.5% | +10.9% |
| 3M | +9.9% | -19.3% | +29.2% | +18.7% |
| 6M | -15.1% | -27.2% | +12.1% | -3.5% |
| YTD | -27.9% | -46.2% | +18.2% | -8.8% |
| 1Y | -70.2% | -46.6% | -23.6% | -62.3% |
| All | +72.5% | +7.1% | +65.3% | +88.1% |
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