-97.7%
IRE vs TCOM
-39.2%
-58.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.9% | -12.6% | -13.2% |
| 7D | +11.1% | -1.4% | +12.5% | +11.7% |
| 30D | -75.2% | +11.5% | -86.7% | -76.6% |
| 3M | -86.4% | -5.2% | -81.2% | -85.9% |
| 6M | -94.8% | -16.9% | -77.9% | -94.2% |
| YTD | -93.3% | -39.9% | -53.4% | -91.0% |
| 1Y | -97.5% | -42.1% | -55.4% | -96.3% |
| All | -97.7% | -39.2% | -58.5% | -97.0% |
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