+214.8%
B vs TCOM
+5.9%
+209.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -7.3% | -1.8% | -5.5% | -7.2% |
| 30D | -3.3% | +12.1% | -15.4% | -4.0% |
| 3M | -7.8% | -3.2% | -4.6% | -7.6% |
| 6M | -15.5% | -16.6% | +1.1% | -14.7% |
| YTD | -12.3% | -39.4% | +27.1% | -9.9% |
| 1Y | +5.4% | -41.5% | +46.9% | +8.4% |
| 3Y | +165.5% | +24.4% | +141.2% | +162.7% |
| 5Y | +107.0% | +41.6% | +65.4% | +103.2% |
| All | +214.8% | +5.9% | +209.0% | +184.1% |
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