-49.3%
COMP vs TCOM
+9.5%
-58.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.5% | +10.3% |
| 7D | +13.4% | +12.1% | +1.4% | +8.7% |
| 30D | +11.1% | +16.5% | -5.4% | +5.0% |
| 3M | -18.8% | -4.0% | -14.8% | -17.8% |
| 6M | +10.5% | -18.5% | +29.0% | +18.0% |
| YTD | -3.4% | -38.3% | +34.9% | +13.4% |
| 1Y | +19.7% | -36.6% | +56.3% | +38.9% |
| 3Y | +381.6% | +31.1% | +350.5% | +274.7% |
| 5Y | -17.6% | +47.6% | -65.2% | -45.0% |
| All | -49.3% | +9.5% | -58.8% | -61.1% |
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