+49.6%
ON vs TCOM
+21.5%
+28.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.8% |
| 7D | -4.7% | -6.5% | +1.8% | -3.0% |
| 30D | -13.5% | -16.2% | +2.7% | -9.4% |
| 3M | -36.3% | -19.3% | -17.0% | -33.0% |
| 6M | +17.8% | -27.2% | +45.0% | +27.4% |
| YTD | +29.6% | -46.2% | +75.8% | +50.9% |
| 1Y | +45.8% | -46.6% | +92.4% | +70.2% |
| 3Y | -28.3% | +8.4% | -36.7% | -34.9% |
| 5Y | +49.6% | +25.8% | +23.8% | +17.2% |
| All | +49.6% | +21.5% | +28.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling