+562.3%
SE vs TCOM
-23.1%
+585.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.4% |
| 7D | -4.8% | -6.5% | +1.7% | -2.0% |
| 30D | -18.1% | -16.2% | -1.9% | -11.8% |
| 3M | +30.6% | -19.3% | +50.0% | +42.0% |
| 6M | +20.8% | -27.2% | +48.0% | +37.5% |
| YTD | -15.6% | -46.2% | +30.6% | +7.8% |
| 1Y | -44.2% | -46.6% | +2.4% | -28.7% |
| 3Y | +181.5% | +8.4% | +173.2% | +147.1% |
| 5Y | -66.9% | +25.8% | -92.7% | -74.9% |
| All | +562.3% | -23.1% | +585.4% | +439.2% |
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