+281.8%
EXEL vs TCOM
+40.6%
+241.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -0.8% | -1.8% | +1.0% | -0.7% |
| 30D | +13.1% | +12.1% | +1.0% | +12.1% |
| 3M | +36.3% | -3.2% | +39.5% | +36.6% |
| 6M | +34.5% | -16.6% | +51.2% | +36.2% |
| YTD | +57.4% | -39.4% | +96.8% | +63.0% |
| 1Y | +62.9% | -41.5% | +104.4% | +69.3% |
| 3Y | +229.5% | +24.4% | +205.1% | +213.2% |
| All | +281.8% | +40.6% | +241.3% | +254.8% |
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