+146.9%
SMTC vs TCOM
-42.5%
+189.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.3% |
| 7D | +12.7% | -9.5% | +22.3% | +14.1% |
| 30D | +22.0% | -10.7% | +32.7% | +23.6% |
| 3M | -12.7% | -14.6% | +2.0% | -9.8% |
| 6M | +64.8% | -19.3% | +84.1% | +74.2% |
| YTD | +100.7% | -42.9% | +143.6% | +133.6% |
| 1Y | +146.9% | -43.8% | +190.7% | +189.4% |
| All | +146.9% | -42.5% | +189.4% | +189.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling