-70.8%
OPEN vs TCOM
+56.6%
-127.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -4.3% | -9.5% | +5.3% | -0.1% |
| 30D | -16.2% | -10.7% | -5.5% | -12.1% |
| 3M | -36.4% | -14.6% | -21.7% | -32.6% |
| 6M | -35.5% | -19.3% | -16.1% | -29.8% |
| YTD | -46.0% | -42.9% | -3.0% | -32.3% |
| 1Y | -47.1% | -43.8% | -3.4% | -32.8% |
| 3Y | -19.0% | +2.1% | -21.1% | -26.6% |
| 5Y | -83.6% | +31.2% | -114.8% | -88.0% |
| All | -70.8% | +56.6% | -127.4% | -77.4% |
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