+31.0%
F vs TCOM
-42.5%
+73.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +5.3% | -9.5% | +14.9% | +6.2% |
| 30D | +4.6% | -10.7% | +15.3% | +5.5% |
| 3M | -3.7% | -14.6% | +11.0% | -2.4% |
| 6M | +16.8% | -19.3% | +36.1% | +19.5% |
| YTD | +15.3% | -42.9% | +58.2% | +23.0% |
| 1Y | +31.0% | -43.8% | +74.8% | +38.3% |
| All | +31.0% | -42.5% | +73.5% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling