+358.3%
SE vs TCOM
-14.2%
+372.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -1.5% | -1.4% | -0.1% | -0.9% |
| 30D | -22.3% | +11.5% | -33.8% | -26.0% |
| 3M | -41.8% | -5.2% | -36.6% | -40.7% |
| 6M | -22.4% | -16.9% | -5.5% | -16.8% |
| YTD | -41.6% | -39.9% | -1.7% | -29.0% |
| 1Y | -48.0% | -42.1% | -5.9% | -35.9% |
| 3Y | +63.9% | +28.0% | +35.8% | +33.7% |
| 5Y | -78.2% | +40.4% | -118.5% | -84.2% |
| All | +358.3% | -14.2% | +372.5% | +255.2% |
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