+510.3%
IQV vs TCOM
+186.5%
+323.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.3% |
| 7D | -2.6% | -10.2% | +7.6% | -0.8% |
| 30D | +6.2% | -16.8% | +23.0% | +9.7% |
| 3M | +38.0% | -16.7% | +54.7% | +42.1% |
| 6M | +43.9% | -27.1% | +71.0% | +51.7% |
| YTD | +14.0% | -45.5% | +59.5% | +26.0% |
| 1Y | +35.5% | -45.9% | +81.4% | +49.8% |
| 3Y | +20.3% | +9.8% | +10.6% | +13.6% |
| 5Y | -1.6% | +23.8% | -25.4% | -14.0% |
| 10Y | +233.4% | -10.8% | +244.2% | +188.9% |
| All | +510.3% | +186.5% | +323.8% | +371.5% |
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