+66.9%
DD vs TCOM
-9.8%
+76.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.5% | -4.9% | +1.4% | -2.4% |
| 30D | -11.7% | -14.4% | +2.7% | -8.6% |
| 3M | -9.2% | -17.7% | +8.4% | -5.7% |
| 6M | -7.2% | -25.1% | +17.9% | -1.5% |
| YTD | +6.6% | -45.7% | +52.3% | +20.8% |
| 1Y | +32.0% | -47.9% | +79.9% | +50.9% |
| 3Y | +42.1% | +8.9% | +33.2% | +32.2% |
| 5Y | +58.1% | +26.9% | +31.2% | +32.7% |
| All | +66.9% | -9.8% | +76.7% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling