+22.2%
A vs TCOM
-39.6%
+61.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.7% |
| 7D | -2.4% | +10.7% | -13.1% | -3.2% |
| 30D | +3.6% | +10.1% | -6.5% | +2.8% |
| 3M | +27.5% | -8.9% | +36.3% | +28.2% |
| 6M | +58.5% | -19.2% | +77.6% | +61.7% |
| YTD | +31.2% | -40.6% | +71.8% | +35.8% |
| 1Y | +22.2% | -39.0% | +61.2% | +26.3% |
| All | +22.2% | -39.6% | +61.8% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling