-26.5%
AR vs TCOM
+58.3%
-84.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +2.1% | +2.2% | -0.1% | +1.6% |
| 30D | +4.5% | +12.5% | -8.0% | +2.1% |
| 3M | +1.0% | -5.6% | +6.6% | +1.8% |
| 6M | +4.4% | -16.5% | +20.9% | +7.3% |
| YTD | +10.9% | -39.4% | +50.2% | +20.5% |
| 1Y | +8.6% | -41.0% | +49.5% | +18.6% |
| 3Y | +48.5% | +29.2% | +19.3% | +34.5% |
| 5Y | +95.7% | +41.6% | +54.1% | +63.9% |
| 10Y | +55.5% | +6.6% | +48.8% | +29.4% |
| All | -26.5% | +58.3% | -84.8% | -45.5% |
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