+851.7%
FIVE vs TCOM
+449.7%
+402.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | +4.3% | -9.5% | +13.8% | +6.4% |
| 30D | +12.5% | -10.7% | +23.2% | +15.1% |
| 3M | +31.2% | -14.6% | +45.9% | +35.1% |
| 6M | +14.4% | -19.3% | +33.7% | +19.0% |
| YTD | +33.9% | -42.9% | +76.8% | +49.1% |
| 1Y | +65.1% | -43.8% | +108.8% | +84.3% |
| 3Y | +49.0% | +2.1% | +46.9% | +43.5% |
| 5Y | +30.3% | +31.2% | -0.9% | +12.3% |
| 10Y | +481.1% | -13.9% | +495.0% | +405.7% |
| All | +851.7% | +449.7% | +402.0% | +598.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling