+104.4%
RF vs TCOM
+2,899.8%
-2,795.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -0.1% | +7.4% | -7.6% | -2.0% |
| 30D | +7.0% | +13.2% | -6.2% | +3.6% |
| 3M | -7.0% | -4.6% | -2.5% | -6.3% |
| 6M | +6.8% | -16.4% | +23.2% | +10.7% |
| YTD | +9.9% | -38.8% | +48.7% | +22.3% |
| 1Y | +21.1% | -37.3% | +58.5% | +33.9% |
| 3Y | +119.6% | +31.4% | +88.2% | +88.9% |
| 5Y | +46.2% | +45.5% | +0.7% | +12.2% |
| 10Y | +261.5% | +4.6% | +256.9% | +185.2% |
| All | +104.4% | +2,899.8% | -2,795.3% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling