+33.2%
Q vs TCOM
-40.9%
+74.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.3% |
| 7D | +6.6% | +2.2% | +4.4% | +6.6% |
| 30D | +2.7% | +12.5% | -9.8% | +2.8% |
| 3M | -8.4% | -5.6% | -2.8% | -7.6% |
| 6M | -17.3% | -16.5% | -0.9% | -13.7% |
| YTD | +55.3% | -39.4% | +94.7% | +68.2% |
| 1Y | +31.5% | -41.0% | +72.4% | +44.6% |
| All | +33.2% | -40.9% | +74.0% | +46.1% |
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