+38.4%
AR vs TCOM
-9.8%
+48.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -2.5% | -4.9% | +2.4% | -1.4% |
| 30D | +2.5% | -14.4% | +16.9% | +6.0% |
| 3M | +12.3% | -17.7% | +30.0% | +16.6% |
| 6M | -3.1% | -25.1% | +22.0% | +2.4% |
| YTD | +11.5% | -45.7% | +57.3% | +26.0% |
| 1Y | +17.0% | -47.9% | +64.9% | +33.4% |
| 3Y | +47.3% | +8.9% | +38.4% | +35.6% |
| 5Y | +141.2% | +26.9% | +114.4% | +99.1% |
| All | +38.4% | -9.8% | +48.2% | +9.7% |
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