-97.7%
IRE vs TCOM
-39.6%
-58.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.2% | -26.4% | -24.0% |
| 7D | -46.8% | +10.7% | -57.5% | -48.6% |
| 30D | -75.5% | +10.1% | -85.6% | -76.4% |
| 3M | -79.4% | -8.9% | -70.6% | -78.3% |
| 6M | -91.3% | -19.2% | -72.1% | -90.1% |
| YTD | -90.8% | -40.6% | -50.2% | -88.6% |
| 1Y | -97.7% | -39.0% | -58.7% | -97.3% |
| All | -97.7% | -39.6% | -58.1% | -97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling