-50.4%
C vs TCOM
+2,694.8%
-2,745.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +3.6% | -9.5% | +13.2% | +6.2% |
| 30D | +0.1% | -10.7% | +10.8% | +2.8% |
| 3M | +2.4% | -14.6% | +17.0% | +5.8% |
| 6M | +24.9% | -19.3% | +44.3% | +30.8% |
| YTD | +19.8% | -42.9% | +62.7% | +36.3% |
| 1Y | +44.9% | -43.8% | +88.7% | +65.2% |
| 3Y | +263.0% | +2.1% | +260.9% | +238.2% |
| 5Y | +129.5% | +31.2% | +98.3% | +83.7% |
| 10Y | +291.6% | -13.9% | +305.5% | +229.4% |
| All | -50.4% | +2,694.8% | -2,745.2% | -81.0% |
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 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