+485.4%
P vs TCOM
+20.4%
+465.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +6.5% | -9.5% | +16.1% | +9.3% |
| 30D | +18.8% | -10.7% | +29.6% | +22.2% |
| 3M | +26.7% | -14.6% | +41.4% | +31.2% |
| 6M | +62.2% | -19.3% | +81.5% | +70.4% |
| YTD | +48.5% | -42.9% | +91.4% | +71.5% |
| 1Y | +26.4% | -43.8% | +70.2% | +46.2% |
| 3Y | +159.4% | +2.1% | +157.3% | +149.8% |
| 5Y | +275.8% | +31.2% | +244.6% | +213.3% |
| 10Y | +732.0% | -13.9% | +745.9% | +592.3% |
| All | +485.4% | +20.4% | +465.0% | +397.6% |
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