-40.9%
SE vs TCOM
-42.5%
+1.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -6.1% | -9.5% | +3.4% | -2.5% |
| 30D | -2.5% | -10.7% | +8.3% | +1.7% |
| 3M | +21.7% | -14.6% | +36.3% | +28.3% |
| 6M | +27.0% | -19.3% | +46.3% | +37.4% |
| YTD | -12.1% | -42.9% | +30.8% | +3.1% |
| 1Y | -40.9% | -43.8% | +2.9% | -31.6% |
| All | -40.9% | -42.5% | +1.6% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling