+573.7%
INFY vs TCOM
+2,536.0%
-1,962.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -9.8% | -6.5% | -3.2% | -8.6% |
| 30D | -13.4% | -16.2% | +2.8% | -10.6% |
| 3M | -7.2% | -19.3% | +12.1% | -3.7% |
| 6M | -20.6% | -27.2% | +6.6% | -16.1% |
| YTD | -37.5% | -46.2% | +8.7% | -30.6% |
| 1Y | -33.4% | -46.6% | +13.2% | -26.0% |
| 3Y | -32.4% | +8.4% | -40.8% | -36.6% |
| 5Y | -45.5% | +25.8% | -71.3% | -53.4% |
| 10Y | +79.7% | -11.9% | +91.6% | +54.5% |
| All | +573.7% | +2,536.0% | -1,962.4% | +187.0% |
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 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