+114.8%
ALL vs TCOM
+26.3%
+88.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -1.7% | -7.6% | +5.9% | -1.4% |
| 30D | -4.7% | -12.2% | +7.5% | -4.2% |
| 3M | +18.4% | -14.2% | +32.6% | +19.0% |
| 6M | +20.5% | -25.0% | +45.5% | +21.7% |
| YTD | +23.5% | -43.7% | +67.2% | +26.1% |
| 1Y | +29.0% | -44.5% | +73.5% | +31.7% |
| 3Y | +153.7% | +13.4% | +140.3% | +150.3% |
| 5Y | +114.8% | +26.5% | +88.3% | +112.1% |
| All | +114.8% | +26.3% | +88.5% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling