+37.3%
IR vs TCOM
+25.9%
+11.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -1.9% | -10.2% | +8.3% | -0.3% |
| 30D | -15.0% | -16.8% | +1.8% | -12.7% |
| 3M | -0.4% | -16.7% | +16.3% | +1.9% |
| 6M | -15.0% | -27.1% | +12.0% | -11.2% |
| YTD | -7.1% | -45.5% | +38.5% | +1.2% |
| 1Y | -7.5% | -45.9% | +38.3% | +0.7% |
| 3Y | +6.3% | +9.8% | -3.5% | +1.5% |
| 5Y | +37.3% | +23.8% | +13.5% | +22.4% |
| All | +37.3% | +25.9% | +11.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling