+7.8%
D vs TCOM
+30.8%
-23.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +1.5% | -9.5% | +11.0% | +1.5% |
| 30D | -2.6% | -10.7% | +8.1% | -2.5% |
| 3M | 0.0% | -14.6% | +14.6% | +0.1% |
| 6M | +7.4% | -19.3% | +26.7% | +7.5% |
| YTD | +15.9% | -42.9% | +58.8% | +16.4% |
| 1Y | +18.1% | -43.8% | +61.9% | +18.7% |
| 3Y | +58.4% | +2.1% | +56.3% | +57.7% |
| All | +7.8% | +30.8% | -23.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling