+291.5%
C vs TCOM
-10.5%
+302.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +0.3% | -6.5% | +6.8% | +1.8% |
| 30D | +2.0% | -16.2% | +18.2% | +6.1% |
| 3M | +4.4% | -19.3% | +23.7% | +9.0% |
| 6M | +28.3% | -27.2% | +55.6% | +37.4% |
| YTD | +20.5% | -46.2% | +66.7% | +37.9% |
| 1Y | +45.5% | -46.6% | +92.2% | +66.7% |
| 3Y | +274.0% | +8.4% | +265.6% | +242.4% |
| 5Y | +136.1% | +25.8% | +110.3% | +92.3% |
| All | +291.5% | -10.5% | +302.1% | +212.0% |
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