+601.8%
SMTC vs TCOM
+8.5%
+593.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | +22.5% | -10.2% | +32.7% | +25.9% |
| 30D | +24.9% | -16.8% | +41.7% | +30.8% |
| 3M | +4.1% | -16.7% | +20.8% | +8.3% |
| 6M | +92.6% | -27.1% | +119.6% | +109.3% |
| YTD | +122.5% | -45.5% | +168.0% | +163.3% |
| 1Y | +166.2% | -45.9% | +212.1% | +215.3% |
| All | +601.8% | +8.5% | +593.3% | +559.1% |
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