+92.1%
M vs TCOM
+2,694.8%
-2,602.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +4.7% | -9.5% | +14.3% | +7.3% |
| 30D | -9.6% | -10.7% | +1.1% | -7.2% |
| 3M | +0.9% | -14.6% | +15.5% | +4.3% |
| 6M | +22.3% | -19.3% | +41.6% | +27.9% |
| YTD | +6.5% | -42.9% | +49.5% | +20.7% |
| 1Y | +38.8% | -43.8% | +82.6% | +57.7% |
| 3Y | +115.9% | +2.1% | +113.8% | +101.8% |
| 5Y | +28.6% | +31.2% | -2.6% | +5.7% |
| 10Y | -2.5% | -13.9% | +11.4% | -15.9% |
| All | +92.1% | +2,694.8% | -2,602.6% | -21.4% |
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