+160.8%
EXC vs TCOM
-12.7%
+173.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.4% |
| 7D | +0.3% | -10.2% | +10.5% | +0.9% |
| 30D | -0.9% | -16.8% | +16.0% | +0.2% |
| 3M | -2.7% | -16.7% | +14.0% | -1.8% |
| 6M | -9.4% | -27.1% | +17.7% | -7.9% |
| YTD | +3.0% | -45.5% | +48.5% | +6.5% |
| 1Y | +5.1% | -45.9% | +51.0% | +8.6% |
| 3Y | +20.6% | +9.8% | +10.8% | +16.2% |
| 5Y | +45.7% | +23.8% | +21.9% | +35.8% |
| 10Y | +160.8% | -10.8% | +171.6% | +123.0% |
| All | +160.8% | -12.7% | +173.5% | +123.0% |
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