+58.5%
DD vs TCOM
+21.5%
+36.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -2.9% | -6.5% | +3.6% | -1.8% |
| 30D | -11.5% | -16.2% | +4.7% | -8.9% |
| 3M | -5.4% | -19.3% | +13.9% | -2.3% |
| 6M | -6.9% | -27.2% | +20.3% | -2.2% |
| YTD | +6.9% | -46.2% | +53.1% | +17.6% |
| 1Y | +35.6% | -46.6% | +82.3% | +49.3% |
| 3Y | +42.5% | +8.4% | +34.2% | +37.1% |
| 5Y | +58.5% | +25.8% | +32.7% | +44.1% |
| All | +58.5% | +21.5% | +36.9% | +44.1% |
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 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