-4.3%
M vs TCOM
+3.0%
-7.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +5.0% | +6.5% | -1.5% | +3.1% |
| 30D | +10.6% | +13.3% | -2.7% | +6.6% |
| 3M | +1.6% | -6.5% | +8.0% | +3.3% |
| 6M | +30.8% | -16.3% | +47.2% | +36.6% |
| YTD | +16.9% | -38.7% | +55.6% | +32.7% |
| 1Y | +26.3% | -40.1% | +66.4% | +44.2% |
| 3Y | +158.6% | +30.6% | +128.0% | +117.1% |
| 5Y | +2.1% | +45.8% | -43.7% | -24.7% |
| 10Y | -4.3% | +8.1% | -12.4% | -25.5% |
| All | -4.3% | +3.0% | -7.3% | -25.5% |
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