+281.3%
P vs TCOM
+30.8%
+250.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +6.5% | -9.5% | +16.1% | +8.8% |
| 30D | +18.8% | -10.7% | +29.6% | +21.6% |
| 3M | +26.7% | -14.6% | +41.4% | +30.5% |
| 6M | +62.2% | -19.3% | +81.5% | +69.0% |
| YTD | +48.5% | -42.9% | +91.4% | +67.4% |
| 1Y | +26.4% | -43.8% | +70.2% | +42.7% |
| 3Y | +159.4% | +2.1% | +157.3% | +160.1% |
| All | +281.3% | +30.8% | +250.5% | +260.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling