+20.3%
EXE vs TCOM
+8.5%
+11.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.3% |
| 7D | -2.7% | -10.2% | +7.5% | -1.8% |
| 30D | -0.4% | -16.8% | +16.5% | +1.2% |
| 3M | +9.5% | -16.7% | +26.2% | +11.1% |
| 6M | -9.3% | -27.1% | +17.7% | -6.8% |
| YTD | -10.9% | -45.5% | +34.6% | -5.7% |
| 1Y | +4.3% | -45.9% | +50.2% | +10.4% |
| All | +20.3% | +8.5% | +11.8% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling