-97.1%
IRE vs TCOM
-37.6%
-59.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.3% | +38.3% | +39.2% |
| 7D | -27.2% | +12.1% | -39.2% | -30.6% |
| 30D | -75.1% | +16.5% | -91.6% | -77.0% |
| 3M | -77.9% | -4.0% | -73.8% | -77.2% |
| 6M | -94.6% | -18.5% | -76.1% | -93.6% |
| YTD | -91.5% | -38.3% | -53.2% | -88.7% |
| 1Y | -97.8% | -36.6% | -61.2% | -97.4% |
| All | -97.1% | -37.6% | -59.5% | -96.2% |
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