+337.1%
IR vs TCOM
-20.5%
+357.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +4.2% | -1.4% | +5.6% | +4.5% |
| 30D | +8.1% | +11.5% | -3.5% | +5.6% |
| 3M | +0.7% | -5.2% | +5.9% | +1.6% |
| 6M | +16.6% | -16.9% | +33.5% | +20.3% |
| YTD | +7.8% | -39.9% | +47.7% | +18.3% |
| 1Y | +9.9% | -42.1% | +52.0% | +21.5% |
| 3Y | +25.2% | +28.0% | -2.9% | +12.1% |
| 5Y | +46.8% | +40.4% | +6.4% | +20.8% |
| All | +337.1% | -20.5% | +357.6% | +245.9% |
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