+777.0%
FIX vs TCOM
+7.1%
+769.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.0% | -9.5% | +15.6% | +7.9% |
| 30D | -7.2% | -10.7% | +3.5% | -5.4% |
| 3M | -15.9% | -14.6% | -1.2% | -13.7% |
| 6M | +12.7% | -19.3% | +32.1% | +16.9% |
| YTD | +72.8% | -42.9% | +115.7% | +91.8% |
| 1Y | +122.9% | -43.8% | +166.7% | +148.2% |
| All | +777.0% | +7.1% | +769.9% | +712.4% |
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