+37.2%
M vs TCOM
-39.6%
+76.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.2% | +4.5% | +7.0% |
| 7D | +8.3% | +10.7% | -2.4% | +6.3% |
| 30D | +14.2% | +10.1% | +4.1% | +12.2% |
| 3M | -1.1% | -8.9% | +7.8% | +0.3% |
| 6M | +36.6% | -19.2% | +55.8% | +42.0% |
| YTD | +19.8% | -40.6% | +60.4% | +31.2% |
| 1Y | +37.2% | -39.0% | +76.2% | +48.3% |
| All | +37.2% | -39.6% | +76.8% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling