+277.0%
IR vs TCOM
-27.9%
+304.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.4% |
| 7D | -1.9% | -10.2% | +8.3% | +0.3% |
| 30D | -15.0% | -16.8% | +1.8% | -11.8% |
| 3M | -0.4% | -16.7% | +16.3% | +2.8% |
| 6M | -15.0% | -27.1% | +12.0% | -9.8% |
| YTD | -7.1% | -45.5% | +38.5% | +4.3% |
| 1Y | -7.5% | -45.9% | +38.3% | +3.7% |
| 3Y | +6.3% | +9.8% | -3.5% | -1.6% |
| 5Y | +37.3% | +23.8% | +13.5% | +16.0% |
| All | +277.0% | -27.9% | +304.9% | +204.9% |
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