-82.0%
IRE vs TCOM
-43.0%
-39.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.3% | +11.5% | +11.0% |
| 7D | +58.9% | -7.6% | +66.5% | +65.8% |
| 30D | +17.2% | -12.2% | +29.4% | +25.7% |
| 3M | -58.6% | -14.2% | -44.4% | -55.4% |
| 6M | -23.5% | -25.0% | +1.5% | -7.7% |
| YTD | -47.4% | -43.7% | -3.8% | -27.0% |
| All | -82.0% | -43.0% | -39.0% | -75.5% |
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