+104.9%
EXE vs TCOM
+23.1%
+81.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.3% |
| 7D | -2.7% | -10.2% | +7.5% | -1.7% |
| 30D | -0.4% | -16.8% | +16.5% | +1.5% |
| 3M | +9.5% | -16.7% | +26.2% | +11.3% |
| 6M | -9.3% | -27.1% | +17.7% | -6.6% |
| YTD | -10.9% | -45.5% | +34.6% | -5.5% |
| 1Y | +4.3% | -45.9% | +50.2% | +10.6% |
| 3Y | +18.8% | +9.8% | +9.1% | +14.6% |
| All | +104.9% | +23.1% | +81.8% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling