+699.7%
SMTC vs TCOM
+26.7%
+673.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.3% |
| 7D | +11.0% | -1.8% | +12.8% | +11.4% |
| 30D | -28.5% | +12.1% | -40.6% | -30.9% |
| 3M | -14.2% | -3.2% | -11.0% | -14.1% |
| 6M | -18.0% | -16.6% | -1.4% | -14.5% |
| YTD | +55.5% | -39.4% | +94.9% | +78.9% |
| 1Y | +69.5% | -41.5% | +111.1% | +97.3% |
| 3Y | +699.7% | +24.4% | +675.3% | +608.4% |
| All | +699.7% | +26.7% | +673.0% | +608.4% |
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 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