+351.7%
EXC vs TCOM
+2,694.8%
-2,343.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +0.3% | -9.5% | +9.8% | +1.2% |
| 30D | -3.7% | -10.7% | +7.0% | -2.8% |
| 3M | -1.3% | -14.6% | +13.3% | -0.1% |
| 6M | -9.7% | -19.3% | +9.6% | -8.2% |
| YTD | +2.9% | -42.9% | +45.8% | +7.6% |
| 1Y | +4.4% | -43.8% | +48.2% | +9.2% |
| 3Y | +22.2% | +2.1% | +20.1% | +18.3% |
| 5Y | +46.7% | +31.2% | +15.5% | +33.8% |
| 10Y | +155.3% | -13.9% | +169.3% | +134.1% |
| All | +351.7% | +2,694.8% | -2,343.0% | +169.4% |
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 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