+30.4%
IBB vs TCOM
-41.4%
+71.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | +4.6% | +12.1% | -7.5% | +3.6% |
| 3M | +6.8% | -3.2% | +10.0% | +6.8% |
| 6M | +23.1% | -16.6% | +39.7% | +24.9% |
| YTD | +26.0% | -39.4% | +65.4% | +27.0% |
| 1Y | +30.4% | -41.5% | +71.9% | +31.8% |
| All | +30.4% | -41.4% | +71.8% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling