+148.0%
ADBE vs TCOM
-10.5%
+158.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | -12.9% | -6.5% | -6.4% | -11.8% |
| 30D | -5.6% | -16.2% | +10.6% | -2.4% |
| 3M | +6.6% | -19.3% | +25.9% | +10.9% |
| 6M | -9.6% | -27.2% | +17.7% | -4.2% |
| YTD | -28.9% | -46.2% | +17.3% | -20.6% |
| 1Y | -28.9% | -46.6% | +17.7% | -20.6% |
| 3Y | -55.6% | +8.4% | -64.0% | -58.7% |
| 5Y | -62.2% | +25.8% | -88.0% | -67.9% |
| All | +148.0% | -10.5% | +158.6% | +102.3% |
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 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