+49.7%
INCY vs TCOM
-9.8%
+59.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -4.2% | -4.9% | +0.7% | -3.6% |
| 30D | +0.6% | -14.4% | +15.0% | +2.4% |
| 3M | +12.6% | -17.7% | +30.3% | +15.1% |
| 6M | +28.3% | -25.1% | +53.4% | +32.5% |
| YTD | +23.0% | -45.7% | +68.7% | +31.4% |
| 1Y | +41.0% | -47.9% | +88.8% | +51.3% |
| 3Y | +88.6% | +8.9% | +79.6% | +78.2% |
| 5Y | +70.8% | +26.9% | +43.9% | +51.0% |
| All | +49.7% | -9.8% | +59.5% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling