+322.4%
NET vs TCOM
+25.3%
+297.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.7% | -3.0% |
| 7D | -16.4% | +10.7% | -27.0% | -17.6% |
| 30D | -25.8% | +10.1% | -35.9% | -26.9% |
| 3M | -11.5% | -8.9% | -2.7% | -10.4% |
| 6M | +18.9% | -19.2% | +38.1% | +22.9% |
| YTD | +35.2% | -40.6% | +75.9% | +46.7% |
| 1Y | +14.5% | -39.0% | +53.5% | +23.6% |
| All | +322.4% | +25.3% | +297.1% | +371.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling