+1,104.0%
HON vs TCOM
+2,658.7%
-1,554.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -0.8% | -7.6% | +6.8% | +0.4% |
| 30D | -15.2% | -12.2% | -2.9% | -13.4% |
| 3M | -6.0% | -14.2% | +8.2% | -4.0% |
| 6M | -14.9% | -25.0% | +10.1% | -11.2% |
| YTD | +3.2% | -43.7% | +46.8% | +12.1% |
| 1Y | 0.0% | -44.5% | +44.6% | +8.8% |
| 3Y | +21.5% | +13.4% | +8.1% | +13.5% |
| 5Y | +4.0% | +26.5% | -22.4% | -10.0% |
| 10Y | +138.4% | -10.3% | +148.6% | +107.7% |
| All | +1,104.0% | +2,658.7% | -1,554.7% | +488.5% |
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