+78.9%
INFY vs TCOM
-9.8%
+88.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | -5.4% | -4.9% | -0.5% | -4.7% |
| 30D | -9.9% | -14.4% | +4.5% | -7.9% |
| 3M | -4.6% | -17.7% | +13.1% | -2.1% |
| 6M | -18.5% | -25.1% | +6.6% | -15.2% |
| YTD | -36.5% | -45.7% | +9.2% | -31.5% |
| 1Y | -32.8% | -47.9% | +15.1% | -27.0% |
| 3Y | -32.2% | +8.9% | -41.1% | -35.7% |
| 5Y | -44.7% | +26.9% | -71.5% | -51.0% |
| All | +78.9% | -9.8% | +88.7% | +51.0% |
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