+121.2%
SMTC vs TCOM
+23.1%
+98.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.6% |
| 7D | +22.5% | -10.2% | +32.7% | +25.7% |
| 30D | +24.9% | -16.8% | +41.7% | +30.5% |
| 3M | +4.1% | -16.7% | +20.8% | +7.9% |
| 6M | +92.6% | -27.1% | +119.6% | +107.2% |
| YTD | +122.5% | -45.5% | +168.0% | +157.7% |
| 1Y | +166.2% | -45.9% | +212.1% | +208.6% |
| 3Y | +577.2% | +9.8% | +567.4% | +536.0% |
| All | +121.2% | +23.1% | +98.1% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling