+28.9%
ALL vs TCOM
-40.4%
+69.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -2.6% | +2.2% | -4.7% | -2.7% |
| 30D | +12.7% | +12.5% | +0.2% | +11.9% |
| 3M | +0.4% | -5.6% | +6.0% | +0.5% |
| 6M | +23.8% | -16.5% | +40.2% | +24.3% |
| YTD | +27.8% | -39.4% | +67.1% | +31.9% |
| 1Y | +28.9% | -41.0% | +69.8% | +32.5% |
| All | +28.9% | -40.4% | +69.3% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling