+200.5%
P vs TCOM
+26.7%
+173.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +11.6% | -1.8% | +13.4% | +12.1% |
| 30D | -23.7% | +12.1% | -35.8% | -26.6% |
| 3M | -8.0% | -3.2% | -4.8% | -7.7% |
| 6M | +27.9% | -16.6% | +44.5% | +34.3% |
| YTD | +61.2% | -39.4% | +100.6% | +88.3% |
| 1Y | +28.6% | -41.5% | +70.1% | +51.8% |
| 3Y | +200.5% | +24.4% | +176.1% | +212.0% |
| All | +200.5% | +26.7% | +173.8% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling