+6.0%
LOW vs TCOM
+21.5%
-15.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -2.6% | -6.5% | +3.9% | -2.2% |
| 30D | -11.1% | -16.2% | +5.1% | -10.1% |
| 3M | -8.5% | -19.3% | +10.8% | -7.3% |
| 6M | -20.8% | -27.2% | +6.4% | -19.2% |
| YTD | -17.2% | -46.2% | +29.0% | -13.9% |
| 1Y | -24.7% | -46.6% | +21.9% | -21.7% |
| 3Y | -9.7% | +8.4% | -18.1% | -11.3% |
| 5Y | +6.0% | +25.8% | -19.8% | +1.5% |
| All | +6.0% | +21.5% | -15.5% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling