+208.8%
C vs TCOM
+3.0%
+205.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.4% | +6.5% | -6.9% | -1.9% |
| 30D | -5.2% | +13.3% | -18.5% | -8.0% |
| 3M | -9.1% | -6.5% | -2.6% | -8.0% |
| 6M | -1.6% | -16.3% | +14.7% | +1.8% |
| YTD | +6.9% | -38.7% | +45.6% | +18.5% |
| 1Y | +23.0% | -40.1% | +63.1% | +37.0% |
| 3Y | +216.1% | +30.6% | +185.5% | +176.4% |
| 5Y | +112.2% | +45.8% | +66.4% | +66.7% |
| 10Y | +208.8% | +8.1% | +200.7% | +139.6% |
| All | +208.8% | +3.0% | +205.8% | +139.6% |
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