+28.2%
M vs TCOM
+26.3%
+1.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | +2.4% | -7.6% | +10.0% | +4.1% |
| 30D | -11.6% | -12.2% | +0.6% | -9.2% |
| 3M | +1.6% | -14.2% | +15.8% | +4.6% |
| 6M | +25.2% | -25.0% | +50.2% | +32.6% |
| YTD | +3.8% | -43.7% | +47.4% | +16.4% |
| 1Y | +36.3% | -44.5% | +80.9% | +53.4% |
| 3Y | +116.3% | +13.4% | +102.9% | +96.7% |
| 5Y | +28.2% | +26.5% | +1.7% | -0.8% |
| All | +28.2% | +26.3% | +1.9% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling