-74.2%
OPEN vs TCOM
+48.9%
-123.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -11.4% | -4.9% | -6.5% | -9.4% |
| 30D | -20.1% | -14.4% | -5.7% | -14.5% |
| 3M | -37.6% | -17.7% | -19.9% | -32.8% |
| 6M | -47.1% | -25.1% | -22.0% | -40.4% |
| YTD | -52.1% | -45.7% | -6.4% | -38.7% |
| 1Y | -73.5% | -47.9% | -25.6% | -65.3% |
| 3Y | -24.4% | +8.9% | -33.3% | -33.5% |
| 5Y | -85.1% | +26.9% | -112.0% | -89.0% |
| All | -74.2% | +48.9% | -123.1% | -79.6% |
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 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