-83.2%
IRE vs TCOM
-44.9%
-38.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.2% | -3.6% | -4.8% |
| 7D | +29.0% | -10.2% | +39.2% | +37.2% |
| 30D | +24.2% | -16.8% | +41.1% | +38.6% |
| 3M | -53.2% | -16.7% | -36.5% | -48.6% |
| 6M | -36.0% | -27.1% | -9.0% | -21.4% |
| YTD | -51.0% | -45.5% | -5.5% | -30.6% |
| All | -83.2% | -44.9% | -38.3% | -76.7% |
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