+696.9%
P vs TCOM
-12.7%
+709.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.1% |
| 7D | +5.0% | -10.2% | +15.2% | +8.1% |
| 30D | -0.9% | -16.8% | +15.9% | +4.1% |
| 3M | +38.7% | -16.7% | +55.3% | +44.7% |
| 6M | +54.4% | -27.1% | +81.5% | +67.5% |
| YTD | +44.8% | -45.5% | +90.3% | +70.7% |
| 1Y | +22.5% | -45.9% | +68.4% | +44.3% |
| 3Y | +148.2% | +9.8% | +138.5% | +134.1% |
| 5Y | +268.9% | +23.8% | +245.1% | +210.1% |
| 10Y | +696.9% | -10.8% | +707.7% | +559.9% |
| All | +696.9% | -12.7% | +709.6% | +559.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling