+174.4%
B vs TCOM
+2,899.8%
-2,725.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +5.0% | +4.3% |
| 7D | +11.3% | +7.4% | +3.9% | +10.5% |
| 30D | +2.9% | +13.2% | -10.3% | +1.7% |
| 3M | -2.9% | -4.6% | +1.7% | -2.5% |
| 6M | -1.2% | -16.4% | +15.2% | +0.3% |
| YTD | -1.3% | -38.8% | +37.4% | +3.0% |
| 1Y | +30.4% | -37.3% | +67.7% | +35.9% |
| 3Y | +195.3% | +31.4% | +163.8% | +182.0% |
| 5Y | +146.2% | +45.5% | +100.7% | +126.0% |
| 10Y | +200.5% | +4.6% | +195.8% | +172.8% |
| All | +174.4% | +2,899.8% | -2,725.3% | +58.8% |
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 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