+10.3%
P vs TCOM
-39.5%
+49.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -13.3% | +6.5% | -19.8% | -13.7% |
| 30D | -34.0% | +13.3% | -47.3% | -34.9% |
| 3M | +4.1% | -6.5% | +10.5% | +6.7% |
| 6M | +30.5% | -16.3% | +46.8% | +40.3% |
| YTD | +52.2% | -38.7% | +90.9% | +81.4% |
| 1Y | +10.3% | -40.1% | +50.4% | +30.7% |
| All | +10.3% | -39.5% | +49.8% | +30.7% |
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