+21.2%
RF vs TCOM
-37.8%
+58.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | -0.9% | +12.1% | -13.0% | -1.2% |
| 30D | +6.0% | +16.5% | -10.5% | +5.7% |
| 3M | -8.9% | -4.0% | -4.9% | -8.7% |
| 6M | +2.3% | -18.5% | +20.9% | +4.0% |
| YTD | +7.6% | -38.3% | +45.9% | +9.3% |
| 1Y | +21.2% | -36.6% | +57.8% | +22.5% |
| All | +21.2% | -37.8% | +58.9% | +22.5% |
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