+153.7%
ALL vs TCOM
+13.4%
+140.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -1.7% | -7.6% | +5.9% | -1.5% |
| 30D | -4.7% | -12.2% | +7.5% | -4.3% |
| 3M | +18.4% | -14.2% | +32.6% | +18.8% |
| 6M | +20.5% | -25.0% | +45.5% | +21.4% |
| YTD | +23.5% | -43.7% | +67.2% | +25.4% |
| 1Y | +29.0% | -44.5% | +73.5% | +30.9% |
| 3Y | +153.7% | +13.4% | +140.3% | +164.9% |
| All | +153.7% | +13.4% | +140.3% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling