+504.9%
P vs TCOM
+29.2%
+475.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | -9.6% | +7.4% | -17.1% | -11.5% |
| 30D | -33.4% | +13.2% | -46.6% | -36.0% |
| 3M | +14.2% | -4.6% | +18.8% | +14.6% |
| 6M | +31.6% | -16.4% | +48.0% | +36.2% |
| YTD | +53.5% | -38.8% | +92.2% | +72.8% |
| 1Y | +14.2% | -37.3% | +51.5% | +27.5% |
| 3Y | +190.5% | +31.4% | +159.1% | +160.7% |
| 5Y | +256.3% | +45.5% | +210.8% | +187.6% |
| 10Y | +707.9% | +4.6% | +703.2% | +543.1% |
| All | +504.9% | +29.2% | +475.7% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling