+48.3%
D vs TCOM
+3.0%
+45.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | +6.5% | -4.1% | +2.3% |
| 30D | +10.9% | +13.3% | -2.4% | +10.6% |
| 3M | +2.8% | -6.5% | +9.3% | +2.9% |
| 6M | +12.7% | -16.3% | +29.0% | +13.0% |
| YTD | +20.3% | -38.7% | +59.0% | +21.4% |
| 1Y | +17.1% | -40.1% | +57.2% | +18.2% |
| 3Y | +75.1% | +30.6% | +44.5% | +72.9% |
| 5Y | +13.1% | +45.8% | -32.7% | +11.1% |
| 10Y | +48.3% | +8.1% | +40.2% | +36.2% |
| All | +48.3% | +3.0% | +45.3% | +36.2% |
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