+530.1%
SMTC vs TCOM
-9.8%
+539.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | +13.1% | -4.9% | +18.0% | +14.9% |
| 30D | +19.5% | -14.4% | +33.8% | +25.2% |
| 3M | +2.2% | -17.7% | +19.9% | +7.5% |
| 6M | +94.9% | -25.1% | +120.0% | +111.6% |
| YTD | +127.0% | -45.7% | +172.7% | +172.6% |
| 1Y | +174.6% | -47.9% | +222.4% | +234.0% |
| 3Y | +615.9% | +8.9% | +607.0% | +548.2% |
| 5Y | +125.6% | +26.9% | +98.8% | +76.1% |
| All | +530.1% | -9.8% | +539.9% | +423.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling