+989.7%
A vs TCOM
+2,868.4%
-1,878.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -0.5% | -1.8% | +1.3% | -0.1% |
| 30D | 0.0% | +12.1% | -12.1% | -2.3% |
| 3M | +16.7% | -3.2% | +19.9% | +17.2% |
| 6M | +54.8% | -16.6% | +71.5% | +59.2% |
| YTD | +28.8% | -39.4% | +68.2% | +40.0% |
| 1Y | +19.3% | -41.5% | +60.8% | +30.5% |
| 3Y | +65.5% | +24.4% | +41.2% | +52.1% |
| 5Y | +12.1% | +41.6% | -29.5% | -5.7% |
| 10Y | +305.4% | +6.5% | +298.8% | +238.0% |
| All | +989.7% | +2,868.4% | -1,878.7% | +430.5% |
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