+65.1%
FIVE vs TCOM
-42.5%
+107.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | +4.3% | -9.5% | +13.8% | +6.9% |
| 30D | +12.5% | -10.7% | +23.2% | +15.7% |
| 3M | +31.2% | -14.6% | +45.9% | +36.0% |
| 6M | +14.4% | -19.3% | +33.7% | +20.7% |
| YTD | +33.9% | -42.9% | +76.8% | +54.3% |
| 1Y | +65.1% | -43.8% | +108.8% | +90.2% |
| All | +65.1% | -42.5% | +107.5% | +90.2% |
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 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