+270.6%
C vs TCOM
+13.4%
+257.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.6% | -9.5% | +13.2% | +5.0% |
| 30D | +0.1% | -10.7% | +10.8% | +1.5% |
| 3M | +2.4% | -14.6% | +17.0% | +4.3% |
| 6M | +24.9% | -19.3% | +44.3% | +28.2% |
| YTD | +19.8% | -42.9% | +62.7% | +28.8% |
| 1Y | +44.9% | -43.8% | +88.7% | +56.0% |
| All | +270.6% | +13.4% | +257.2% | +286.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling