+468.0%
D vs TCOM
+2,899.8%
-2,431.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +0.8% | +7.4% | -6.7% | +0.3% |
| 30D | +10.7% | +13.2% | -2.5% | +9.9% |
| 3M | +2.3% | -4.6% | +6.8% | +2.5% |
| 6M | +12.5% | -16.4% | +28.9% | +13.5% |
| YTD | +20.1% | -38.8% | +58.8% | +23.1% |
| 1Y | +15.6% | -37.3% | +52.9% | +18.2% |
| 3Y | +75.2% | +31.4% | +43.7% | +69.3% |
| 5Y | +14.6% | +45.5% | -30.9% | +7.8% |
| 10Y | +43.8% | +4.6% | +39.1% | +34.3% |
| All | +468.0% | +2,899.8% | -2,431.8% | +293.3% |
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 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