+140.5%
F vs TCOM
+2,694.8%
-2,554.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +5.3% | -9.5% | +14.9% | +7.8% |
| 30D | +4.6% | -10.7% | +15.3% | +7.4% |
| 3M | -3.7% | -14.6% | +11.0% | -0.6% |
| 6M | +16.8% | -19.3% | +36.1% | +21.9% |
| YTD | +15.3% | -42.9% | +58.2% | +29.9% |
| 1Y | +31.0% | -43.8% | +74.8% | +48.0% |
| 3Y | +45.4% | +2.1% | +43.3% | +36.1% |
| 5Y | +54.7% | +31.2% | +23.4% | +26.6% |
| 10Y | +98.2% | -13.9% | +112.2% | +67.6% |
| All | +140.5% | +2,694.8% | -2,554.2% | -11.4% |
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