+89.2%
IT vs TCOM
+5.9%
+83.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.1% | -1.8% | +2.9% | +1.4% |
| 30D | -1.8% | +12.1% | -13.9% | -4.0% |
| 3M | +4.8% | -3.2% | +8.0% | +5.3% |
| 6M | +33.0% | -16.6% | +49.7% | +37.1% |
| YTD | -23.8% | -39.4% | +15.6% | -17.3% |
| 1Y | -16.5% | -41.5% | +25.0% | -8.7% |
| 3Y | -53.6% | +24.4% | -78.0% | -57.4% |
| 5Y | -42.1% | +41.6% | -83.7% | -51.1% |
| All | +89.2% | +5.9% | +83.3% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling