+841.1%
EXEL vs TCOM
+2,694.8%
-1,853.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +8.4% | -9.5% | +17.9% | +10.8% |
| 30D | +4.1% | -10.7% | +14.8% | +6.7% |
| 3M | +12.4% | -14.6% | +27.0% | +15.9% |
| 6M | +41.5% | -19.3% | +60.9% | +47.6% |
| YTD | +34.6% | -42.9% | +77.6% | +51.0% |
| 1Y | +57.9% | -43.8% | +101.7% | +77.5% |
| 3Y | +159.5% | +2.1% | +157.4% | +139.7% |
| 5Y | +198.5% | +31.2% | +167.3% | +137.7% |
| 10Y | +411.4% | -13.9% | +425.3% | +321.1% |
| All | +841.1% | +2,694.8% | -1,853.6% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling