+35.8%
FIVE vs TCOM
+30.2%
+5.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -0.3% | +12.1% | -12.3% | -2.9% |
| 30D | +17.7% | +16.5% | +1.2% | +13.5% |
| 3M | +4.0% | -4.0% | +8.0% | +4.7% |
| 6M | +2.6% | -18.5% | +21.1% | +7.0% |
| YTD | +27.6% | -38.3% | +65.9% | +41.1% |
| 1Y | +59.9% | -36.6% | +96.5% | +75.6% |
| 3Y | +35.8% | +31.1% | +4.6% | +36.6% |
| All | +35.8% | +30.2% | +5.6% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling