+29.7%
Q vs TCOM
-45.1%
+74.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | +6.7% | -7.6% | +14.4% | +7.1% |
| 30D | -10.6% | -12.2% | +1.6% | -10.1% |
| 3M | -14.6% | -14.2% | -0.4% | -13.4% |
| 6M | +12.1% | -25.0% | +37.1% | +17.3% |
| YTD | +51.3% | -43.7% | +94.9% | +63.4% |
| All | +29.7% | -45.1% | +74.8% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling