+161.2%
EXEL vs TCOM
+7.1%
+154.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.5% |
| 7D | -2.9% | -6.5% | +3.6% | -2.7% |
| 30D | +11.9% | -16.2% | +28.1% | +12.4% |
| 3M | +9.2% | -19.3% | +28.5% | +9.8% |
| 6M | +39.1% | -27.2% | +66.3% | +40.3% |
| YTD | +31.0% | -46.2% | +77.2% | +32.6% |
| 1Y | +52.3% | -46.6% | +99.0% | +54.3% |
| All | +161.2% | +7.1% | +154.0% | +186.4% |
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 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