+76.1%
D vs TCOM
+32.7%
+43.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | +3.0% | +12.1% | -9.1% | +2.9% |
| 30D | +11.5% | +16.5% | -5.0% | +11.4% |
| 3M | +3.7% | -4.0% | +7.8% | +3.7% |
| 6M | +13.5% | -18.5% | +32.1% | +13.6% |
| YTD | +20.7% | -38.3% | +59.0% | +21.0% |
| 1Y | +18.2% | -36.6% | +54.8% | +18.4% |
| All | +76.1% | +32.7% | +43.4% | +80.4% |
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