+132.3%
HON vs TCOM
-9.8%
+142.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.5% | -4.9% | +1.4% | -2.8% |
| 30D | -13.8% | -14.4% | +0.6% | -11.9% |
| 3M | -11.7% | -17.7% | +6.0% | -9.5% |
| 6M | -18.7% | -25.1% | +6.4% | -15.6% |
| YTD | +0.2% | -45.7% | +46.0% | +8.5% |
| 1Y | -3.1% | -47.9% | +44.8% | +5.4% |
| 3Y | +17.0% | +8.9% | +8.0% | +9.7% |
| 5Y | +2.0% | +26.9% | -24.8% | -11.5% |
| All | +132.3% | -9.8% | +142.1% | +93.4% |
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 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