+494.2%
FIX vs TCOM
+26.7%
+467.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.5% |
| 7D | +9.4% | -1.8% | +11.2% | +9.7% |
| 30D | -27.8% | +12.1% | -39.9% | -29.3% |
| 3M | -35.6% | -3.2% | -32.4% | -35.3% |
| 6M | -45.2% | -16.6% | -28.6% | -43.5% |
| YTD | +19.5% | -39.4% | +58.9% | +31.0% |
| 1Y | +24.2% | -41.5% | +65.8% | +37.2% |
| 3Y | +494.2% | +24.4% | +469.8% | +457.1% |
| All | +494.2% | +26.7% | +467.5% | +457.1% |
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 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