+211.9%
B vs TCOM
-12.7%
+224.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +1.0% | -10.2% | +11.2% | +1.7% |
| 30D | +9.5% | -16.8% | +26.3% | +10.7% |
| 3M | +14.3% | -16.7% | +31.0% | +15.4% |
| 6M | -1.9% | -27.1% | +25.2% | -0.1% |
| YTD | +4.1% | -45.5% | +49.6% | +7.7% |
| 1Y | +56.1% | -45.9% | +102.0% | +61.5% |
| 3Y | +202.0% | +9.8% | +192.3% | +200.6% |
| 5Y | +158.8% | +23.8% | +135.0% | +155.2% |
| 10Y | +211.9% | -10.8% | +222.7% | +170.8% |
| All | +211.9% | -12.7% | +224.6% | +170.8% |
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