+1,449.6%
NET vs TCOM
+16.3%
+1,433.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -7.0% | -9.5% | +2.5% | -4.3% |
| 30D | -4.8% | -10.7% | +5.9% | -1.9% |
| 3M | +3.8% | -14.6% | +18.5% | +7.7% |
| 6M | +50.0% | -19.3% | +69.4% | +58.1% |
| YTD | +41.5% | -42.9% | +84.4% | +63.9% |
| 1Y | +32.8% | -43.8% | +76.6% | +54.4% |
| 3Y | +335.9% | +2.1% | +333.8% | +300.6% |
| 5Y | +113.8% | +31.2% | +82.6% | +64.0% |
| All | +1,449.6% | +16.3% | +1,433.3% | +1,065.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling