-10.9%
M vs TCOM
-10.5%
-0.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.3% |
| 7D | -8.8% | -6.5% | -2.2% | -6.9% |
| 30D | -16.4% | -16.2% | -0.2% | -12.1% |
| 3M | -10.8% | -19.3% | +8.5% | -5.7% |
| 6M | +16.1% | -27.2% | +43.3% | +26.4% |
| YTD | -5.3% | -46.2% | +40.9% | +11.8% |
| 1Y | +24.9% | -46.6% | +71.5% | +47.6% |
| 3Y | +97.5% | +8.4% | +89.2% | +75.7% |
| 5Y | +20.4% | +25.8% | -5.4% | -7.5% |
| All | -10.9% | -10.5% | -0.4% | -28.4% |
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