+238.4%
A vs TCOM
-10.5%
+248.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.9% |
| 7D | -4.6% | -6.5% | +1.9% | -3.5% |
| 30D | -4.3% | -16.2% | +12.0% | -1.6% |
| 3M | +8.9% | -19.3% | +28.3% | +12.4% |
| 6M | +24.5% | -27.2% | +51.7% | +30.5% |
| YTD | +5.8% | -46.2% | +52.0% | +15.9% |
| 1Y | +16.2% | -46.6% | +62.9% | +27.3% |
| 3Y | +28.5% | +8.4% | +20.1% | +22.8% |
| 5Y | -16.3% | +25.8% | -42.1% | -26.0% |
| All | +238.4% | -10.5% | +248.9% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling