+1,012.0%
ALL vs TCOM
+2,870.5%
-1,858.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.6% | +2.2% | -4.7% | -2.9% |
| 30D | +12.7% | +12.5% | +0.2% | +10.8% |
| 3M | +0.4% | -5.6% | +6.0% | +1.1% |
| 6M | +23.8% | -16.5% | +40.2% | +26.5% |
| YTD | +27.8% | -39.4% | +67.1% | +36.1% |
| 1Y | +28.9% | -41.0% | +69.8% | +37.7% |
| 3Y | +113.9% | +29.2% | +84.6% | +97.6% |
| 5Y | +157.4% | +41.6% | +115.7% | +122.4% |
| 10Y | +369.0% | +6.6% | +362.4% | +299.3% |
| All | +1,012.0% | +2,870.5% | -1,858.5% | +409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling