+931.3%
LOW vs TCOM
+2,658.7%
-1,727.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.4% | -7.6% | +8.0% | +1.5% |
| 30D | -10.1% | -12.2% | +2.1% | -8.4% |
| 3M | -2.9% | -14.2% | +11.4% | -1.0% |
| 6M | -19.4% | -25.0% | +5.6% | -16.3% |
| YTD | -15.4% | -43.7% | +28.2% | -8.9% |
| 1Y | -24.9% | -44.5% | +19.6% | -19.0% |
| 3Y | -7.8% | +13.4% | -21.2% | -12.8% |
| 5Y | +8.4% | +26.5% | -18.1% | -4.3% |
| 10Y | +226.8% | -10.3% | +237.1% | +189.7% |
| All | +931.3% | +2,658.7% | -1,727.3% | +432.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling