-44.8%
COMP vs TCOM
+1.3%
-46.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +1.4% | -9.5% | +10.9% | +5.1% |
| 30D | -13.3% | -10.7% | -2.6% | -9.7% |
| 3M | +41.1% | -14.6% | +55.7% | +47.9% |
| 6M | +17.2% | -19.3% | +36.5% | +26.1% |
| YTD | +5.2% | -42.9% | +48.1% | +27.3% |
| 1Y | +18.9% | -43.8% | +62.7% | +44.5% |
| 3Y | +215.9% | +2.1% | +213.8% | +174.8% |
| 5Y | -31.2% | +31.2% | -62.4% | -52.4% |
| All | -44.8% | +1.3% | -46.1% | -56.3% |
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