+35.4%
DD vs TCOM
-39.6%
+75.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -2.2% |
| 7D | +8.7% | +10.7% | -2.0% | +7.4% |
| 30D | +15.3% | +10.1% | +5.3% | +14.0% |
| 3M | +5.9% | -8.9% | +14.8% | +6.9% |
| 6M | +11.6% | -19.2% | +30.7% | +14.9% |
| YTD | +26.5% | -40.6% | +67.2% | +34.3% |
| 1Y | +35.4% | -39.0% | +74.4% | +41.8% |
| All | +35.4% | -39.6% | +75.0% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling