+169.7%
EXE vs TCOM
+8.9%
+160.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -3.1% | -4.9% | +1.8% | -2.7% |
| 30D | -0.9% | -14.4% | +13.5% | +0.5% |
| 3M | +9.6% | -17.7% | +27.2% | +11.4% |
| 6M | -11.6% | -25.1% | +13.5% | -9.4% |
| YTD | -12.6% | -45.7% | +33.2% | -7.6% |
| 1Y | +1.2% | -47.9% | +49.0% | +7.3% |
| 3Y | +18.0% | +8.9% | +9.1% | +14.5% |
| 5Y | +101.1% | +26.9% | +74.2% | +85.7% |
| All | +169.7% | +8.9% | +160.8% | +159.2% |
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