+41,372.9%
FIX vs TCOM
+2,694.8%
+38,678.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.0% | -9.5% | +15.6% | +8.0% |
| 30D | -7.2% | -10.7% | +3.5% | -5.4% |
| 3M | -15.9% | -14.6% | -1.2% | -13.8% |
| 6M | +12.7% | -19.3% | +32.1% | +16.6% |
| YTD | +72.8% | -42.9% | +115.7% | +90.1% |
| 1Y | +122.9% | -43.8% | +166.7% | +146.0% |
| 3Y | +774.3% | +2.1% | +772.2% | +737.7% |
| 5Y | +2,049.5% | +31.2% | +2,018.3% | +1,740.9% |
| 10Y | +5,821.5% | -13.9% | +5,835.4% | +5,100.5% |
| All | +41,372.9% | +2,694.8% | +38,678.2% | +19,950.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling