-15.8%
F vs TCOM
+44.6%
-60.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +1.6% | +12.1% | -10.5% | -0.5% |
| 30D | +2.6% | +16.5% | -13.8% | -0.1% |
| 3M | -8.8% | -4.0% | -4.8% | -8.3% |
| 6M | +4.6% | -18.5% | +23.1% | +7.9% |
| YTD | -1.9% | -38.3% | +36.4% | +5.9% |
| 1Y | -0.8% | -36.6% | +35.8% | +6.6% |
| 3Y | +43.5% | +31.1% | +12.3% | +29.5% |
| All | -15.8% | +44.6% | -60.4% | -25.6% |
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