+29.7%
Q vs TCOM
-47.5%
+77.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | +4.1% | -6.5% | +10.6% | +4.3% |
| 30D | -10.7% | -16.2% | +5.5% | -10.0% |
| 3M | -11.7% | -19.3% | +7.6% | -9.9% |
| 6M | +8.3% | -27.2% | +35.6% | +13.2% |
| YTD | +51.3% | -46.2% | +97.5% | +63.7% |
| All | +29.7% | -47.5% | +77.3% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling