+5.7%
O vs TCOM
-46.8%
+52.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -3.5% | -6.5% | +3.0% | -3.5% |
| 30D | -3.3% | -16.2% | +12.9% | -3.4% |
| 3M | -2.8% | -19.3% | +16.5% | -3.0% |
| 6M | -5.8% | -27.2% | +21.5% | -6.0% |
| YTD | +9.4% | -46.2% | +55.6% | +7.8% |
| 1Y | +5.7% | -46.6% | +52.3% | +4.2% |
| All | +5.7% | -46.8% | +52.5% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling