+207.2%
COMP vs TCOM
+7.1%
+200.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.4% | -9.5% | +10.9% | +3.6% |
| 30D | -13.3% | -10.7% | -2.6% | -11.1% |
| 3M | +41.1% | -14.6% | +55.7% | +45.4% |
| 6M | +17.2% | -19.3% | +36.5% | +23.1% |
| YTD | +5.2% | -42.9% | +48.1% | +17.9% |
| 1Y | +18.9% | -43.8% | +62.7% | +33.7% |
| All | +207.2% | +7.1% | +200.1% | +192.8% |
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