+371.6%
ALL vs TCOM
+5.9%
+365.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +5.0% | -1.8% | +6.8% | +5.2% |
| 30D | +13.3% | +12.1% | +1.2% | +12.3% |
| 3M | +3.2% | -3.2% | +6.4% | +3.4% |
| 6M | +25.3% | -16.6% | +42.0% | +26.9% |
| YTD | +30.5% | -39.4% | +69.8% | +35.2% |
| 1Y | +29.2% | -41.5% | +70.7% | +34.2% |
| 3Y | +119.1% | +24.4% | +94.7% | +109.7% |
| 5Y | +162.6% | +41.6% | +121.0% | +143.9% |
| All | +371.6% | +5.9% | +365.8% | +330.3% |
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