+14.4%
FIX vs TCOM
-39.6%
+54.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.2% | -18.2% | -15.0% |
| 7D | -18.9% | +10.7% | -29.6% | -18.8% |
| 30D | -36.3% | +10.1% | -46.3% | -36.3% |
| 3M | -38.5% | -8.9% | -29.7% | -37.6% |
| 6M | -42.3% | -19.2% | -23.1% | -39.2% |
| YTD | +17.1% | -40.6% | +57.7% | +26.9% |
| 1Y | +14.4% | -39.0% | +53.4% | +22.1% |
| All | +14.4% | -39.6% | +54.0% | +22.1% |
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