+68.5%
IBB vs TCOM
+14.9%
+53.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.4% | -9.5% | +10.9% | +2.4% |
| 30D | +10.5% | -10.7% | +21.2% | +11.7% |
| 3M | +23.6% | -14.6% | +38.3% | +25.5% |
| 6M | +22.6% | -19.3% | +42.0% | +25.2% |
| YTD | +25.7% | -42.9% | +68.6% | +32.5% |
| 1Y | +51.4% | -43.8% | +95.2% | +59.8% |
| All | +68.5% | +14.9% | +53.6% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling