+329.0%
HAL vs TCOM
+2,694.8%
-2,365.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +2.9% | -9.5% | +12.5% | +5.3% |
| 30D | +17.0% | -10.7% | +27.8% | +20.1% |
| 3M | -9.7% | -14.6% | +5.0% | -6.8% |
| 6M | +8.6% | -19.3% | +28.0% | +13.2% |
| YTD | +33.0% | -42.9% | +75.9% | +49.2% |
| 1Y | +68.3% | -43.8% | +112.1% | +89.3% |
| 3Y | +0.1% | +2.1% | -2.0% | -6.9% |
| 5Y | +102.6% | +31.2% | +71.4% | +63.7% |
| 10Y | +3.8% | -13.9% | +17.8% | -10.5% |
| All | +329.0% | +2,694.8% | -2,365.7% | +78.4% |
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 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