+1,374.5%
IBN vs TCOM
+2,694.8%
-1,320.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +1.4% | -9.5% | +10.9% | +4.0% |
| 30D | -0.3% | -10.7% | +10.4% | +2.5% |
| 3M | +17.1% | -14.6% | +31.7% | +21.3% |
| 6M | +3.4% | -19.3% | +22.7% | +8.5% |
| YTD | +2.5% | -42.9% | +45.5% | +16.9% |
| 1Y | -4.2% | -43.8% | +39.6% | +9.4% |
| 3Y | +32.4% | +2.1% | +30.3% | +21.6% |
| 5Y | +59.2% | +31.2% | +28.0% | +23.2% |
| 10Y | +345.7% | -13.9% | +359.6% | +257.7% |
| All | +1,374.5% | +2,694.8% | -1,320.3% | +337.3% |
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 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