-2.3%
F vs TCOM
-39.5%
+37.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.0% | +6.5% | -5.6% | +0.6% |
| 30D | +2.1% | +13.3% | -11.2% | +1.4% |
| 3M | -10.3% | -6.5% | -3.8% | -10.0% |
| 6M | +3.3% | -16.3% | +19.6% | +5.2% |
| YTD | -2.0% | -38.7% | +36.7% | +1.6% |
| 1Y | -2.3% | -40.1% | +37.8% | +2.8% |
| All | -2.3% | -39.5% | +37.2% | +2.8% |
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 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