+38.1%
Q vs TCOM
-41.4%
+79.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.5% |
| 7D | +1.2% | -1.8% | +2.9% | +1.1% |
| 30D | -2.7% | +12.1% | -14.8% | -2.4% |
| 3M | -16.9% | -3.2% | -13.7% | -16.3% |
| 6M | -26.9% | -16.6% | -10.2% | -23.6% |
| YTD | +45.2% | -39.4% | +84.6% | +56.8% |
| 1Y | +38.1% | -41.5% | +79.7% | +51.1% |
| All | +38.1% | -41.4% | +79.5% | +51.1% |
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 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