+67.9%
FIVE vs TCOM
-44.5%
+112.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | +3.7% | -7.6% | +11.3% | +5.8% |
| 30D | +4.0% | -12.2% | +16.2% | +7.4% |
| 3M | +36.2% | -14.2% | +50.5% | +40.9% |
| 6M | +18.0% | -25.0% | +43.0% | +27.3% |
| YTD | +34.9% | -43.7% | +78.6% | +56.0% |
| 1Y | +67.9% | -44.5% | +112.4% | +94.9% |
| All | +67.9% | -44.5% | +112.4% | +94.9% |
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 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