-97.8%
IRE vs TCOM
-39.5%
-58.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.1% | -15.9% | -15.8% |
| 7D | -41.9% | +6.5% | -48.4% | -42.8% |
| 30D | -75.1% | +13.3% | -88.4% | -76.2% |
| 3M | -82.4% | -6.5% | -75.9% | -81.5% |
| 6M | -95.5% | -16.3% | -79.2% | -95.0% |
| YTD | -93.1% | -38.7% | -54.4% | -91.5% |
| 1Y | -97.8% | -40.1% | -57.7% | -97.1% |
| All | -97.8% | -39.5% | -58.3% | -97.1% |
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