-47.6%
S vs TCOM
+22.3%
-69.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.3% | -6.0% |
| 7D | +4.1% | -1.4% | +5.4% | +4.5% |
| 30D | -7.2% | +11.5% | -18.7% | -10.2% |
| 3M | 0.0% | -5.2% | +5.2% | +0.9% |
| 6M | +41.6% | -16.9% | +58.5% | +47.6% |
| YTD | +48.6% | -39.9% | +88.5% | +69.1% |
| 1Y | +30.0% | -42.1% | +72.1% | +49.5% |
| 3Y | +42.2% | +28.0% | +14.1% | +18.1% |
| 5Y | -70.8% | +40.4% | -111.2% | -79.7% |
| All | -47.6% | +22.3% | -69.8% | -66.7% |
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