+26.7%
Q vs TCOM
-44.4%
+71.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +0.2% | -9.5% | +9.8% | +0.7% |
| 30D | -11.1% | -10.7% | -0.4% | -10.7% |
| 3M | -22.1% | -14.6% | -7.5% | -20.7% |
| 6M | +0.5% | -19.3% | +19.8% | +3.6% |
| YTD | +47.8% | -42.9% | +90.8% | +59.6% |
| All | +26.7% | -44.4% | +71.1% | +38.7% |
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