-94.6%
IRE vs TCOM
-16.0%
-78.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.3% | +38.3% | +40.1% |
| 7D | -27.2% | +12.1% | -39.2% | -23.3% |
| 30D | -75.1% | +16.5% | -91.6% | -73.9% |
| 3M | -77.9% | -4.0% | -73.8% | -75.8% |
| 6M | -94.6% | -18.5% | -76.1% | -92.3% |
| All | -94.6% | -16.0% | -78.6% | -92.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling