+14.7%
S vs TCOM
+13.4%
+1.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -5.8% | -7.6% | +1.8% | -4.7% |
| 30D | -9.2% | -12.2% | +3.0% | -7.5% |
| 3M | +23.4% | -14.2% | +37.6% | +25.9% |
| 6M | +36.9% | -25.0% | +61.9% | +42.8% |
| YTD | +29.5% | -43.7% | +73.2% | +41.7% |
| 1Y | +5.4% | -44.5% | +50.0% | +15.5% |
| 3Y | +14.7% | +13.4% | +1.3% | +11.6% |
| All | +14.7% | +13.4% | +1.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling