-56.5%
LUMN vs TCOM
-9.8%
-46.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +2.5% | -4.9% | +7.4% | +3.2% |
| 30D | +10.3% | -14.4% | +24.7% | +12.5% |
| 3M | -18.3% | -17.7% | -0.6% | -16.4% |
| 6M | +4.4% | -25.1% | +29.5% | +8.2% |
| YTD | -10.7% | -45.7% | +35.1% | -3.8% |
| 1Y | +14.0% | -47.9% | +61.8% | +23.3% |
| 3Y | +406.6% | +8.9% | +397.6% | +392.4% |
| 5Y | -36.8% | +26.9% | -63.7% | -41.3% |
| All | -56.5% | -9.8% | -46.7% | -61.5% |
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 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