+17.5%
P vs TCOM
-39.6%
+57.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.2% | -8.2% | -5.3% |
| 7D | -19.4% | +10.7% | -30.0% | -20.4% |
| 30D | -22.3% | +10.1% | -32.4% | -23.3% |
| 3M | +33.2% | -8.9% | +42.0% | +36.6% |
| 6M | +53.6% | -19.2% | +72.8% | +65.6% |
| YTD | +66.8% | -40.6% | +107.4% | +98.4% |
| 1Y | +17.5% | -39.0% | +56.6% | +39.1% |
| All | +17.5% | -39.6% | +57.2% | +39.1% |
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