+80.3%
EXE vs TCOM
+40.6%
+39.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | +5.3% | -1.8% | +7.1% | +5.5% |
| 30D | -2.2% | +12.1% | -14.3% | -3.4% |
| 3M | -5.9% | -3.2% | -2.7% | -5.7% |
| 6M | -5.7% | -16.6% | +10.9% | -4.2% |
| YTD | -17.8% | -39.4% | +21.6% | -13.8% |
| 1Y | -23.1% | -41.5% | +18.4% | -19.0% |
| 3Y | +21.2% | +24.4% | -3.2% | +15.3% |
| All | +80.3% | +40.6% | +39.7% | +69.2% |
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 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