+256.9%
HL vs TCOM
-9.8%
+266.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -4.4% | -4.9% | +0.5% | -3.3% |
| 30D | +9.3% | -14.4% | +23.7% | +13.3% |
| 3M | +32.0% | -17.7% | +49.6% | +37.2% |
| 6M | -6.4% | -25.1% | +18.7% | -0.5% |
| YTD | +3.1% | -45.7% | +48.9% | +17.6% |
| 1Y | +77.6% | -47.9% | +125.4% | +104.2% |
| 3Y | +392.8% | +8.9% | +383.9% | +361.7% |
| 5Y | +234.1% | +26.9% | +207.3% | +185.4% |
| All | +256.9% | -9.8% | +266.7% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling