+364.8%
ALL vs TCOM
-12.7%
+377.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.3% |
| 7D | -2.2% | -10.2% | +8.0% | -1.4% |
| 30D | -5.6% | -16.8% | +11.3% | -4.2% |
| 3M | +17.2% | -16.7% | +33.9% | +18.8% |
| 6M | +23.2% | -27.1% | +50.3% | +26.1% |
| YTD | +23.6% | -45.5% | +69.1% | +29.2% |
| 1Y | +29.2% | -45.9% | +75.0% | +35.0% |
| 3Y | +153.8% | +9.8% | +144.1% | +145.5% |
| 5Y | +116.1% | +23.8% | +92.3% | +103.0% |
| 10Y | +364.8% | -10.8% | +375.6% | +321.0% |
| All | +364.8% | -12.7% | +377.5% | +321.0% |
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