+31.7%
FIVE vs TCOM
+29.4%
+2.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | -3.0% | -4.9% | +1.9% | -2.0% |
| 30D | +2.7% | -14.4% | +17.1% | +6.1% |
| 3M | +21.1% | -17.7% | +38.8% | +25.7% |
| 6M | +11.9% | -25.1% | +37.0% | +18.5% |
| YTD | +29.9% | -45.7% | +75.6% | +46.6% |
| 1Y | +67.8% | -47.9% | +115.7% | +91.0% |
| 3Y | +52.8% | +8.9% | +43.8% | +46.3% |
| All | +31.7% | +29.4% | +2.3% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling