-8.8%
IT vs TCOM
-39.6%
+30.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.7% |
| 7D | -5.5% | +10.7% | -16.1% | -7.9% |
| 30D | +10.3% | +10.1% | +0.3% | +7.7% |
| 3M | +11.5% | -8.9% | +20.4% | +13.7% |
| 6M | +40.3% | -19.2% | +59.4% | +45.0% |
| YTD | -17.9% | -40.6% | +22.8% | -13.0% |
| 1Y | -8.8% | -39.0% | +30.2% | -3.9% |
| All | -8.8% | -39.6% | +30.8% | -3.9% |
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