+1.5%
SMR vs TCOM
+50.7%
-49.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.3% |
| 7D | +4.7% | -6.5% | +11.2% | +6.4% |
| 30D | +3.2% | -16.2% | +19.5% | +7.6% |
| 3M | +9.9% | -19.3% | +29.2% | +14.9% |
| 6M | -15.1% | -27.2% | +12.1% | -8.7% |
| YTD | -27.9% | -46.2% | +18.2% | -17.6% |
| 1Y | -70.2% | -46.6% | -23.6% | -65.9% |
| 3Y | +72.5% | +8.4% | +64.1% | +78.4% |
| All | +1.5% | +50.7% | -49.2% | +1.9% |
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