+498.4%
FIVE vs TCOM
+5.9%
+492.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.7% | -1.8% | +4.4% | +3.1% |
| 30D | +12.7% | +12.1% | +0.6% | +9.4% |
| 3M | +2.1% | -3.2% | +5.3% | +2.7% |
| 6M | +17.5% | -16.6% | +34.1% | +22.1% |
| YTD | +31.0% | -39.4% | +70.4% | +46.6% |
| 1Y | +67.7% | -41.5% | +109.3% | +89.3% |
| 3Y | +43.4% | +24.4% | +19.0% | +29.8% |
| 5Y | +18.1% | +41.6% | -23.5% | -4.1% |
| All | +498.4% | +5.9% | +492.6% | +388.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling