-55.0%
C vs TCOM
+2,870.5%
-2,925.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 30D | -5.3% | +12.5% | -17.8% | -8.2% |
| 3M | -8.0% | -5.6% | -2.4% | -7.1% |
| 6M | -0.3% | -16.5% | +16.2% | +3.3% |
| YTD | +8.6% | -39.4% | +48.0% | +21.4% |
| 1Y | +25.8% | -41.0% | +66.8% | +41.5% |
| 3Y | +221.2% | +29.2% | +191.9% | +181.4% |
| 5Y | +113.6% | +41.6% | +71.9% | +67.5% |
| 10Y | +218.3% | +6.6% | +211.7% | +153.0% |
| All | -55.0% | +2,870.5% | -2,925.5% | -83.1% |
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