+370.0%
ALL vs TCOM
+5.0%
+365.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | +12.8% | +11.5% | +1.3% | +11.8% |
| 3M | +4.7% | -5.2% | +9.9% | +5.0% |
| 6M | +24.9% | -16.9% | +41.9% | +26.5% |
| YTD | +30.0% | -39.9% | +69.9% | +34.8% |
| 1Y | +29.9% | -42.1% | +72.0% | +35.1% |
| 3Y | +117.5% | +28.0% | +89.5% | +107.6% |
| 5Y | +161.7% | +40.4% | +121.3% | +143.2% |
| All | +370.0% | +5.0% | +365.0% | +329.1% |
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