-9.9%
IGV vs TCOM
-47.3%
+37.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -5.4% | -6.5% | +1.1% | -4.1% |
| 30D | -2.6% | -16.2% | +13.6% | +0.9% |
| 3M | +10.5% | -19.3% | +29.8% | +15.1% |
| 6M | +18.2% | -27.2% | +45.4% | +25.9% |
| YTD | -4.2% | -46.2% | +42.0% | +7.6% |
| All | -9.9% | -47.3% | +37.4% | +1.7% |
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