-51.3%
IT vs TCOM
+7.1%
-58.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -12.7% | -6.5% | -6.2% | -11.8% |
| 30D | -8.9% | -16.2% | +7.3% | -6.3% |
| 3M | +10.1% | -19.3% | +29.5% | +13.6% |
| 6M | +7.3% | -27.2% | +34.5% | +12.2% |
| YTD | -32.4% | -46.2% | +13.8% | -26.7% |
| 1Y | -26.6% | -46.6% | +20.0% | -20.5% |
| All | -51.3% | +7.1% | -58.4% | -50.1% |
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 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