+60.7%
SE vs TCOM
+26.8%
+34.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | -7.7% | +2.2% | -9.9% | -8.4% |
| 30D | -22.8% | +12.5% | -35.3% | -25.7% |
| 3M | -43.7% | -5.6% | -38.1% | -42.8% |
| 6M | -12.8% | -16.5% | +3.6% | -8.3% |
| YTD | -42.0% | -39.4% | -2.6% | -33.5% |
| 1Y | -48.0% | -41.0% | -7.0% | -39.9% |
| All | +60.7% | +26.8% | +34.0% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling