-66.9%
S vs TCOM
+44.4%
-111.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.4% | +6.5% | -5.1% | -0.5% |
| 30D | -10.8% | +13.3% | -24.1% | -14.2% |
| 3M | +5.4% | -6.5% | +11.8% | +6.9% |
| 6M | +41.2% | -16.3% | +57.6% | +47.2% |
| YTD | +56.2% | -38.7% | +94.9% | +77.5% |
| 1Y | +36.3% | -40.1% | +76.4% | +55.9% |
| 3Y | +49.4% | +30.6% | +18.8% | +21.7% |
| 5Y | -66.9% | +45.8% | -112.7% | -77.1% |
| All | -66.9% | +44.4% | -111.2% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling