+311.7%
EXEL vs TCOM
+5.9%
+305.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | +13.1% | +12.1% | +1.0% | +11.1% |
| 3M | +36.3% | -3.2% | +39.5% | +36.8% |
| 6M | +34.5% | -16.6% | +51.2% | +37.8% |
| YTD | +57.4% | -39.4% | +96.8% | +68.7% |
| 1Y | +62.9% | -41.5% | +104.4% | +75.6% |
| 3Y | +229.5% | +24.4% | +205.1% | +199.1% |
| 5Y | +281.2% | +41.6% | +239.6% | +217.6% |
| All | +311.7% | +5.9% | +305.8% | +252.3% |
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