+52.5%
NDAQ vs TCOM
+25.9%
+26.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.6% |
| 7D | -1.6% | -10.2% | +8.6% | -0.6% |
| 30D | -1.5% | -16.8% | +15.4% | +0.1% |
| 3M | +8.0% | -16.7% | +24.7% | +9.7% |
| 6M | +7.7% | -27.1% | +34.8% | +10.6% |
| YTD | -2.3% | -45.5% | +43.2% | +2.4% |
| 1Y | +0.6% | -45.9% | +46.4% | +5.4% |
| 3Y | +90.9% | +9.8% | +81.2% | +86.0% |
| 5Y | +52.5% | +23.8% | +28.7% | +43.9% |
| All | +52.5% | +25.9% | +26.6% | +43.9% |
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 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