-15.4%
A vs TCOM
+25.9%
-41.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | -4.4% | -10.2% | +5.8% | -3.1% |
| 30D | -2.7% | -16.8% | +14.2% | -0.4% |
| 3M | +7.0% | -16.7% | +23.7% | +9.3% |
| 6M | +24.6% | -27.1% | +51.7% | +29.4% |
| YTD | +7.0% | -45.5% | +52.5% | +15.0% |
| 1Y | +15.6% | -45.9% | +61.4% | +24.2% |
| 3Y | +29.9% | +9.8% | +20.2% | +26.9% |
| 5Y | -15.4% | +23.8% | -39.2% | -24.1% |
| All | -15.4% | +25.9% | -41.3% | -24.1% |
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 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