+157.7%
B vs TCOM
+2,902.5%
-2,744.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | +7.1% | +6.5% | +0.6% | +6.5% |
| 30D | -3.3% | +13.3% | -16.7% | -4.6% |
| 3M | -2.5% | -6.5% | +3.9% | -2.0% |
| 6M | -7.2% | -16.3% | +9.1% | -5.8% |
| YTD | -7.4% | -38.7% | +31.3% | -3.3% |
| 1Y | +16.4% | -40.1% | +56.6% | +21.9% |
| 3Y | +178.7% | +30.6% | +148.1% | +166.4% |
| 5Y | +121.7% | +45.8% | +75.9% | +103.4% |
| 10Y | +208.6% | +8.1% | +200.5% | +179.1% |
| All | +157.7% | +2,902.5% | -2,744.8% | +49.1% |
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 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