+50.9%
O vs TCOM
-10.5%
+61.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -3.5% | -6.5% | +3.0% | -2.9% |
| 30D | -3.3% | -16.2% | +12.9% | -1.6% |
| 3M | -2.8% | -19.3% | +16.5% | -0.9% |
| 6M | -5.8% | -27.2% | +21.5% | -2.9% |
| YTD | +9.4% | -46.2% | +55.6% | +15.8% |
| 1Y | +5.7% | -46.6% | +52.3% | +11.9% |
| 3Y | +27.2% | +8.4% | +18.9% | +21.5% |
| 5Y | +17.2% | +25.8% | -8.6% | +5.6% |
| All | +50.9% | -10.5% | +61.4% | +27.1% |
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 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