+108.9%
M vs TCOM
+2,870.5%
-2,761.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | -3.3% | +2.2% | -5.5% | -3.9% |
| 30D | +8.1% | +12.5% | -4.4% | +4.9% |
| 3M | +2.2% | -5.6% | +7.8% | +3.4% |
| 6M | +35.1% | -16.5% | +51.6% | +40.2% |
| YTD | +15.8% | -39.4% | +55.2% | +29.1% |
| 1Y | +25.8% | -41.0% | +66.8% | +41.2% |
| 3Y | +156.2% | +29.2% | +127.0% | +126.0% |
| 5Y | -2.4% | +41.6% | -44.0% | -21.0% |
| 10Y | -7.1% | +6.6% | -13.7% | -23.6% |
| All | +108.9% | +2,870.5% | -2,761.6% | -15.9% |
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