-8.1%
M vs TCOM
+5.9%
-14.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.3% |
| 7D | +7.0% | -1.8% | +8.8% | +7.6% |
| 30D | +8.9% | +12.1% | -3.2% | +5.3% |
| 3M | +4.5% | -3.2% | +7.7% | +5.2% |
| 6M | +36.2% | -16.6% | +52.8% | +42.3% |
| YTD | +15.1% | -39.4% | +54.5% | +31.1% |
| 1Y | +27.4% | -41.5% | +69.0% | +46.6% |
| 3Y | +160.1% | +24.4% | +135.8% | +122.1% |
| 5Y | -1.6% | +41.6% | -43.2% | -26.7% |
| All | -8.1% | +5.9% | -14.0% | -28.6% |
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