+229.5%
EXEL vs TCOM
+26.7%
+202.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -0.8% | -1.8% | +1.0% | -0.8% |
| 30D | +13.1% | +12.1% | +1.0% | +12.7% |
| 3M | +36.3% | -3.2% | +39.5% | +36.4% |
| 6M | +34.5% | -16.6% | +51.2% | +35.3% |
| YTD | +57.4% | -39.4% | +96.8% | +59.3% |
| 1Y | +62.9% | -41.5% | +104.4% | +65.0% |
| 3Y | +229.5% | +24.4% | +205.1% | +234.2% |
| All | +229.5% | +26.7% | +202.8% | +234.2% |
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 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