+569.2%
FIVE vs TCOM
+3.5%
+565.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +6.2% | +7.4% | -1.3% | +4.3% |
| 30D | +18.2% | +13.2% | +5.0% | +14.5% |
| 3M | +3.8% | -4.6% | +8.4% | +4.8% |
| 6M | +13.7% | -16.4% | +30.1% | +18.1% |
| YTD | +34.7% | -38.8% | +73.5% | +50.3% |
| 1Y | +66.6% | -37.3% | +104.0% | +84.7% |
| 3Y | +44.3% | +31.4% | +12.8% | +28.8% |
| 5Y | +18.8% | +45.5% | -26.8% | -4.2% |
| 10Y | +569.2% | +4.6% | +564.6% | +446.9% |
| All | +569.2% | +3.5% | +565.7% | +446.9% |
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