-24.2%
AR vs TCOM
+49.0%
-73.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.5% | -9.5% | +12.0% | +4.4% |
| 30D | +14.8% | -10.7% | +25.5% | +17.2% |
| 3M | +6.2% | -14.6% | +20.9% | +9.0% |
| 6M | +4.3% | -19.3% | +23.6% | +7.9% |
| YTD | +14.4% | -42.9% | +57.3% | +26.0% |
| 1Y | +21.3% | -43.8% | +65.1% | +34.0% |
| 3Y | +39.8% | +2.1% | +37.7% | +32.8% |
| 5Y | +142.1% | +31.2% | +110.9% | +105.7% |
| 10Y | +52.0% | -13.9% | +66.0% | +30.5% |
| All | -24.2% | +49.0% | -73.2% | -42.9% |
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