+198.5%
EXEL vs TCOM
+25.9%
+172.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.4% |
| 7D | -0.3% | -10.2% | +9.8% | +0.5% |
| 30D | +10.1% | -16.8% | +27.0% | +11.8% |
| 3M | +10.1% | -16.7% | +26.8% | +11.6% |
| 6M | +37.7% | -27.1% | +64.7% | +41.1% |
| YTD | +33.1% | -45.5% | +78.6% | +39.3% |
| 1Y | +52.4% | -45.9% | +98.2% | +59.5% |
| 3Y | +163.8% | +9.8% | +154.1% | +153.0% |
| 5Y | +198.5% | +23.8% | +174.7% | +178.6% |
| All | +198.5% | +25.9% | +172.6% | +178.6% |
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