+29.7%
M vs TCOM
-45.6%
+75.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.5% |
| 7D | -4.1% | -10.2% | +6.1% | -2.1% |
| 30D | -13.6% | -16.8% | +3.2% | -10.5% |
| 3M | -2.3% | -16.7% | +14.4% | +0.9% |
| 6M | +21.9% | -27.1% | +49.0% | +30.3% |
| YTD | -0.6% | -45.5% | +44.9% | +13.0% |
| 1Y | +29.7% | -45.9% | +75.6% | +47.1% |
| All | +29.7% | -45.6% | +75.3% | +47.1% |
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