+5,993.3%
FIX vs TCOM
-9.7%
+6,003.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.6% |
| 7D | +6.1% | -7.6% | +13.7% | +7.5% |
| 30D | -2.7% | -12.2% | +9.6% | -0.5% |
| 3M | -10.9% | -14.2% | +3.3% | -8.9% |
| 6M | +29.0% | -25.0% | +54.0% | +35.3% |
| YTD | +76.9% | -43.7% | +120.6% | +94.8% |
| 1Y | +130.7% | -44.5% | +175.3% | +155.0% |
| 3Y | +790.7% | +13.4% | +777.2% | +739.2% |
| 5Y | +2,185.6% | +26.5% | +2,159.1% | +1,903.0% |
| 10Y | +5,993.3% | -10.3% | +6,003.6% | +5,089.3% |
| All | +5,993.3% | -9.7% | +6,003.0% | +5,089.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling