-53.2%
S vs TCOM
+16.1%
-69.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -7.7% | -9.5% | +1.8% | -5.1% |
| 30D | -5.3% | -10.7% | +5.4% | -2.5% |
| 3M | +20.3% | -14.6% | +34.9% | +24.8% |
| 6M | +47.4% | -19.3% | +66.7% | +55.1% |
| YTD | +32.5% | -42.9% | +75.5% | +53.5% |
| 1Y | +9.5% | -43.8% | +53.3% | +27.3% |
| 3Y | +15.5% | +2.1% | +13.4% | +3.9% |
| 5Y | -71.2% | +31.2% | -102.4% | -79.5% |
| All | -53.2% | +16.1% | -69.3% | -69.8% |
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