+448.7%
FIX vs TCOM
+30.2%
+418.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +5.3% |
| 7D | -17.5% | +12.1% | -29.5% | -19.0% |
| 30D | -41.6% | +16.5% | -58.1% | -43.1% |
| 3M | -40.6% | -4.0% | -36.5% | -40.2% |
| 6M | -49.4% | -18.5% | -30.9% | -47.4% |
| YTD | +9.2% | -38.3% | +47.5% | +19.4% |
| 1Y | +6.5% | -36.6% | +43.1% | +15.7% |
| 3Y | +448.7% | +31.1% | +417.6% | +409.0% |
| All | +448.7% | +30.2% | +418.5% | +409.0% |
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