+730.4%
P vs TCOM
-9.8%
+740.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +7.8% | -7.6% | +15.5% | +10.2% |
| 30D | +12.3% | -12.2% | +24.5% | +16.2% |
| 3M | +37.1% | -14.2% | +51.3% | +41.9% |
| 6M | +66.1% | -25.0% | +91.1% | +78.7% |
| YTD | +50.9% | -43.7% | +94.6% | +76.1% |
| 1Y | +27.2% | -44.5% | +71.8% | +48.7% |
| 3Y | +158.7% | +13.4% | +145.2% | +141.6% |
| 5Y | +291.1% | +26.5% | +264.6% | +227.1% |
| All | +730.4% | -9.8% | +740.1% | +581.1% |
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 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