+38.5%
D vs TCOM
-12.7%
+51.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.6% |
| 7D | -0.4% | -10.2% | +9.7% | -0.2% |
| 30D | -2.1% | -16.8% | +14.8% | -1.7% |
| 3M | -0.7% | -16.7% | +15.9% | -0.4% |
| 6M | +5.6% | -27.1% | +32.6% | +6.2% |
| YTD | +14.6% | -45.5% | +60.1% | +15.9% |
| 1Y | +15.3% | -45.9% | +61.2% | +16.7% |
| 3Y | +59.1% | +9.8% | +49.4% | +57.5% |
| 5Y | +3.9% | +23.8% | -19.9% | +2.3% |
| 10Y | +38.5% | -10.8% | +49.3% | +28.0% |
| All | +38.5% | -12.7% | +51.2% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling