+372.5%
EXC vs TCOM
+2,899.8%
-2,527.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -1.7% | +7.4% | -9.2% | -2.4% |
| 30D | +9.3% | +13.2% | -3.9% | +8.1% |
| 3M | +1.0% | -4.6% | +5.6% | +1.4% |
| 6M | +5.9% | -16.4% | +22.3% | +7.3% |
| YTD | +7.6% | -38.8% | +46.4% | +11.7% |
| 1Y | +2.4% | -37.3% | +39.7% | +6.1% |
| 3Y | +30.2% | +31.4% | -1.2% | +23.2% |
| 5Y | +41.4% | +45.5% | -4.2% | +27.8% |
| 10Y | +183.8% | +4.6% | +179.1% | +155.0% |
| All | +372.5% | +2,899.8% | -2,527.2% | +179.9% |
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