+190.5%
B vs TCOM
+2,694.8%
-2,504.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -9.5% | +7.9% | -0.6% |
| 30D | +9.4% | -10.7% | +20.2% | +10.6% |
| 3M | +5.0% | -14.6% | +19.6% | +6.4% |
| 6M | -3.5% | -19.3% | +15.8% | -1.7% |
| YTD | +4.5% | -42.9% | +47.4% | +9.9% |
| 1Y | +67.8% | -43.8% | +111.6% | +76.8% |
| 3Y | +196.7% | +2.1% | +194.6% | +190.4% |
| 5Y | +151.9% | +31.2% | +120.7% | +133.5% |
| 10Y | +202.2% | -13.9% | +216.1% | +180.4% |
| All | +190.5% | +2,694.8% | -2,504.2% | +69.4% |
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