+115.0%
RF vs TCOM
+2,694.8%
-2,579.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.3% | -9.5% | +10.8% | +3.9% |
| 30D | -3.6% | -10.7% | +7.1% | -1.0% |
| 3M | +8.1% | -14.6% | +22.7% | +11.7% |
| 6M | +11.5% | -19.3% | +30.8% | +16.7% |
| YTD | +15.6% | -42.9% | +58.5% | +31.2% |
| 1Y | +15.7% | -43.8% | +59.5% | +31.6% |
| 3Y | +86.9% | +2.1% | +84.8% | +72.0% |
| 5Y | +89.8% | +31.2% | +58.6% | +49.6% |
| 10Y | +344.7% | -13.9% | +358.6% | +269.6% |
| All | +115.0% | +2,694.8% | -2,579.8% | -18.0% |
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 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