+1,381.0%
NET vs TCOM
+21.0%
+1,360.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.7% | -3.5% |
| 7D | -16.4% | +10.7% | -27.0% | -18.9% |
| 30D | -25.8% | +10.1% | -35.9% | -28.0% |
| 3M | -11.5% | -8.9% | -2.7% | -9.7% |
| 6M | +18.9% | -19.2% | +38.1% | +24.9% |
| YTD | +35.2% | -40.6% | +75.9% | +54.3% |
| 1Y | +14.5% | -39.0% | +53.5% | +29.4% |
| 3Y | +313.8% | +27.7% | +286.1% | +252.3% |
| 5Y | +32.6% | +49.9% | -17.4% | -1.4% |
| All | +1,381.0% | +21.0% | +1,360.0% | +997.0% |
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