+101.7%
SMR vs TCOM
+26.7%
+75.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.7% |
| 7D | -8.3% | -1.8% | -6.5% | -7.6% |
| 30D | -20.1% | +12.1% | -32.2% | -23.9% |
| 3M | -52.7% | -3.2% | -49.5% | -52.3% |
| 6M | -61.0% | -16.6% | -44.4% | -58.5% |
| YTD | -67.1% | -39.4% | -27.7% | -60.4% |
| 1Y | -79.9% | -41.5% | -38.4% | -75.4% |
| 3Y | +101.7% | +24.4% | +77.4% | +108.3% |
| All | +101.7% | +26.7% | +75.1% | +108.3% |
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 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