+30.1%
Q vs TCOM
-40.2%
+70.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +4.0% | +6.5% | -2.5% | +4.1% |
| 30D | -2.3% | +13.3% | -15.7% | -2.2% |
| 3M | -7.9% | -6.5% | -1.5% | -7.0% |
| 6M | -16.0% | -16.3% | +0.3% | -12.1% |
| YTD | +51.7% | -38.7% | +90.4% | +64.3% |
| 1Y | +28.3% | -40.1% | +68.4% | +40.9% |
| All | +30.1% | -40.2% | +70.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling