+11.1%
SMR vs TCOM
+57.7%
-46.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.3% | +16.5% | +15.6% |
| 7D | +21.4% | -7.6% | +29.0% | +23.5% |
| 30D | +13.8% | -12.2% | +26.1% | +17.2% |
| 3M | +3.9% | -14.2% | +18.1% | +7.0% |
| 6M | -4.2% | -25.0% | +20.8% | +2.3% |
| YTD | -21.1% | -43.7% | +22.6% | -10.7% |
| 1Y | -67.1% | -44.5% | -22.5% | -62.6% |
| 3Y | +88.9% | +13.4% | +75.4% | +93.2% |
| All | +11.1% | +57.7% | -46.6% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling