+131.6%
C vs TCOM
+26.3%
+105.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +3.2% | -7.6% | +10.8% | +4.3% |
| 30D | +1.3% | -12.2% | +13.5% | +3.1% |
| 3M | +3.1% | -14.2% | +17.3% | +5.0% |
| 6M | +29.6% | -25.0% | +54.6% | +34.7% |
| YTD | +19.0% | -43.7% | +62.6% | +28.7% |
| 1Y | +45.6% | -44.5% | +90.2% | +57.8% |
| 3Y | +269.3% | +13.4% | +255.8% | +252.7% |
| 5Y | +131.6% | +26.5% | +105.1% | +117.4% |
| All | +131.6% | +26.3% | +105.3% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling