-25.5%
AR vs TCOM
+58.2%
-83.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +7.4% | -1.8% | +9.2% | +7.7% |
| 30D | +5.8% | +12.1% | -6.3% | +3.4% |
| 3M | +5.2% | -3.2% | +8.4% | +5.5% |
| 6M | +5.4% | -16.6% | +22.1% | +8.4% |
| YTD | +12.4% | -39.4% | +51.8% | +22.2% |
| 1Y | +12.8% | -41.5% | +54.3% | +23.5% |
| 3Y | +47.2% | +24.4% | +22.8% | +34.4% |
| 5Y | +101.1% | +41.6% | +59.6% | +68.4% |
| 10Y | +57.6% | +6.5% | +51.1% | +31.2% |
| All | -25.5% | +58.2% | -83.7% | -44.7% |
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 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