+448.0%
D vs TCOM
+2,694.8%
-2,246.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +1.5% | -9.5% | +11.0% | +2.0% |
| 30D | -2.6% | -10.7% | +8.1% | -2.0% |
| 3M | 0.0% | -14.6% | +14.6% | +0.8% |
| 6M | +7.4% | -19.3% | +26.7% | +8.5% |
| YTD | +15.9% | -42.9% | +58.8% | +19.3% |
| 1Y | +18.1% | -43.8% | +61.9% | +21.6% |
| 3Y | +58.4% | +2.1% | +56.3% | +55.5% |
| 5Y | +5.2% | +31.2% | -26.0% | -0.5% |
| 10Y | +35.9% | -13.9% | +49.8% | +28.7% |
| All | +448.0% | +2,694.8% | -2,246.8% | +281.1% |
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