+94.0%
M vs TCOM
+2,922.3%
-2,828.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.9% |
| 7D | -4.3% | +12.1% | -16.3% | -7.0% |
| 30D | +1.3% | +16.5% | -15.2% | -2.5% |
| 3M | -7.4% | -4.0% | -3.3% | -6.6% |
| 6M | +18.3% | -18.5% | +36.9% | +23.5% |
| YTD | +7.6% | -38.3% | +45.9% | +19.5% |
| 1Y | +17.4% | -36.6% | +54.0% | +29.4% |
| 3Y | +108.4% | +31.1% | +77.2% | +83.1% |
| 5Y | -10.6% | +47.6% | -58.2% | -28.4% |
| 10Y | -3.2% | +5.1% | -8.2% | -20.2% |
| All | +94.0% | +2,922.3% | -2,828.2% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling