+80.6%
IONS vs TCOM
-9.8%
+90.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -6.7% | -4.9% | -1.8% | -5.9% |
| 30D | -4.1% | -14.4% | +10.3% | -1.5% |
| 3M | -26.6% | -17.7% | -8.9% | -24.3% |
| 6M | -27.5% | -25.1% | -2.4% | -24.1% |
| YTD | -31.5% | -45.7% | +14.3% | -24.3% |
| 1Y | -15.3% | -47.9% | +32.5% | -6.1% |
| 3Y | +31.3% | +8.9% | +22.3% | +22.0% |
| 5Y | +50.2% | +26.9% | +23.4% | +27.5% |
| All | +80.6% | -9.8% | +90.4% | +68.8% |
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