+1,131.5%
ON vs TCOM
+2,868.4%
-1,736.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | +12.2% | -1.8% | +14.0% | +12.8% |
| 30D | -3.1% | +12.1% | -15.2% | -6.6% |
| 3M | -12.9% | -3.2% | -9.7% | -12.7% |
| 6M | -38.6% | -16.6% | -21.9% | -36.2% |
| YTD | +31.2% | -39.4% | +70.6% | +48.2% |
| 1Y | +47.6% | -41.5% | +89.2% | +68.4% |
| 3Y | +6.6% | +24.4% | -17.8% | -6.9% |
| 5Y | +21.3% | +41.6% | -20.3% | -5.2% |
| 10Y | +533.3% | +6.5% | +526.8% | +418.1% |
| All | +1,131.5% | +2,868.4% | -1,736.9% | +285.6% |
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