+652.6%
P vs TCOM
+3.0%
+649.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -13.3% | +6.5% | -19.8% | -15.0% |
| 30D | -34.0% | +13.3% | -47.3% | -36.6% |
| 3M | +4.1% | -6.5% | +10.5% | +5.1% |
| 6M | +30.5% | -16.3% | +46.8% | +35.3% |
| YTD | +52.2% | -38.7% | +90.9% | +72.3% |
| 1Y | +10.3% | -40.1% | +50.4% | +25.5% |
| 3Y | +180.9% | +30.6% | +150.2% | +150.7% |
| 5Y | +259.7% | +45.8% | +213.9% | +186.5% |
| 10Y | +652.6% | +8.1% | +644.5% | +463.9% |
| All | +652.6% | +3.0% | +649.6% | +463.9% |
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 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