+843.6%
A vs TCOM
+2,694.8%
-1,851.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -1.9% | -9.5% | +7.6% | -0.1% |
| 30D | +6.9% | -10.7% | +17.6% | +9.2% |
| 3M | +9.2% | -14.6% | +23.9% | +12.1% |
| 6M | +25.7% | -19.3% | +45.0% | +30.1% |
| YTD | +11.5% | -42.9% | +54.5% | +22.7% |
| 1Y | +18.4% | -43.8% | +62.1% | +30.4% |
| 3Y | +26.6% | +2.1% | +24.5% | +20.8% |
| 5Y | -12.8% | +31.2% | -44.0% | -25.7% |
| 10Y | +247.2% | -13.9% | +261.1% | +202.3% |
| All | +843.6% | +2,694.8% | -1,851.1% | +365.3% |
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 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