+593.0%
SMTC vs TCOM
+2,694.8%
-2,101.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.4% |
| 7D | +12.7% | -9.5% | +22.3% | +15.4% |
| 30D | +22.0% | -10.7% | +32.7% | +25.0% |
| 3M | -12.7% | -14.6% | +2.0% | -10.1% |
| 6M | +64.8% | -19.3% | +84.1% | +71.8% |
| YTD | +100.7% | -42.9% | +143.6% | +126.6% |
| 1Y | +146.9% | -43.8% | +190.7% | +179.6% |
| 3Y | +456.8% | +2.1% | +454.7% | +432.8% |
| 5Y | +89.2% | +31.2% | +58.0% | +60.3% |
| 10Y | +426.9% | -13.9% | +440.8% | +371.3% |
| All | +593.0% | +2,694.8% | -2,101.7% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling