-54.3%
S vs TCOM
+10.9%
-65.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.0% |
| 7D | -1.2% | -10.2% | +9.0% | +1.8% |
| 30D | -12.6% | -16.8% | +4.3% | -8.1% |
| 3M | +27.6% | -16.7% | +44.2% | +33.3% |
| 6M | +35.5% | -27.1% | +62.5% | +46.8% |
| YTD | +29.6% | -45.5% | +75.1% | +52.1% |
| 1Y | +8.1% | -45.9% | +54.0% | +26.9% |
| 3Y | +14.8% | +9.8% | +5.0% | +0.2% |
| 5Y | -70.6% | +23.8% | -94.4% | -78.7% |
| All | -54.3% | +10.9% | -65.2% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling