-53.6%
IT vs TCOM
+26.7%
-80.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +1.1% | -1.8% | +2.9% | +1.4% |
| 30D | -1.8% | +12.1% | -13.9% | -3.7% |
| 3M | +4.8% | -3.2% | +8.0% | +5.2% |
| 6M | +33.0% | -16.6% | +49.7% | +36.1% |
| YTD | -23.8% | -39.4% | +15.6% | -19.1% |
| 1Y | -16.5% | -41.5% | +25.0% | -11.0% |
| 3Y | -53.6% | +24.4% | -78.0% | -53.3% |
| All | -53.6% | +26.7% | -80.3% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling