+865.3%
IBB vs TCOM
+2,694.8%
-1,829.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.4% | -9.5% | +10.9% | +3.0% |
| 30D | +10.5% | -10.7% | +21.2% | +12.4% |
| 3M | +23.6% | -14.6% | +38.3% | +26.3% |
| 6M | +22.6% | -19.3% | +42.0% | +26.3% |
| YTD | +25.7% | -42.9% | +68.6% | +36.0% |
| 1Y | +51.4% | -43.8% | +95.2% | +64.1% |
| 3Y | +64.4% | +2.1% | +62.3% | +57.6% |
| 5Y | +22.1% | +31.2% | -9.1% | +7.1% |
| 10Y | +132.5% | -13.9% | +146.4% | +107.6% |
| All | +865.3% | +2,694.8% | -1,829.5% | +401.2% |
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