+47.6%
ON vs TCOM
-39.6%
+87.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.0% | -1.7% |
| 7D | -5.8% | +10.7% | -16.5% | -5.4% |
| 30D | -17.1% | +10.1% | -27.1% | -16.7% |
| 3M | -11.8% | -8.9% | -2.9% | -11.2% |
| 6M | -30.2% | -19.2% | -11.0% | -28.3% |
| YTD | +31.6% | -40.6% | +72.2% | +31.1% |
| 1Y | +47.6% | -39.0% | +86.6% | +44.9% |
| All | +47.6% | -39.6% | +87.2% | +44.9% |
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