+27.4%
M vs TCOM
-41.4%
+68.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.4% |
| 7D | +7.0% | -1.8% | +8.8% | +7.3% |
| 30D | +8.9% | +12.1% | -3.2% | +6.7% |
| 3M | +4.5% | -3.2% | +7.7% | +4.7% |
| 6M | +36.2% | -16.6% | +52.8% | +40.4% |
| YTD | +15.1% | -39.4% | +54.5% | +24.7% |
| 1Y | +27.4% | -41.5% | +69.0% | +42.0% |
| All | +27.4% | -41.4% | +68.8% | +42.0% |
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