+100.0%
IT vs TCOM
-9.8%
+109.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.4% | +5.1% |
| 7D | -3.7% | -4.9% | +1.2% | -2.7% |
| 30D | +0.1% | -14.4% | +14.5% | +3.0% |
| 3M | +20.7% | -17.7% | +38.3% | +24.9% |
| 6M | +12.0% | -25.1% | +37.1% | +17.7% |
| YTD | -28.8% | -45.7% | +16.9% | -21.0% |
| 1Y | -25.5% | -47.9% | +22.3% | -16.7% |
| 3Y | -48.8% | +8.9% | -57.7% | -51.7% |
| 5Y | -42.7% | +26.9% | -69.6% | -50.7% |
| All | +100.0% | -9.8% | +109.8% | +73.1% |
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