+1.2%
EXE vs TCOM
-46.9%
+48.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -3.1% | -4.9% | +1.8% | -2.9% |
| 30D | -0.9% | -14.4% | +13.5% | -0.2% |
| 3M | +9.6% | -17.7% | +27.2% | +10.8% |
| 6M | -11.6% | -25.1% | +13.5% | -9.8% |
| YTD | -12.6% | -45.7% | +33.2% | -7.0% |
| 1Y | +1.2% | -47.9% | +49.0% | +7.6% |
| All | +1.2% | -46.9% | +48.1% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling