-66.3%
SE vs TCOM
+25.9%
-92.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -2.6% |
| 7D | -3.6% | -10.2% | +6.5% | +1.2% |
| 30D | -5.3% | -16.8% | +11.5% | +3.0% |
| 3M | +28.1% | -16.7% | +44.8% | +38.2% |
| 6M | +20.7% | -27.1% | +47.7% | +38.9% |
| YTD | -14.8% | -45.5% | +30.7% | +10.8% |
| 1Y | -43.6% | -45.9% | +2.3% | -26.6% |
| 3Y | +184.2% | +9.8% | +174.5% | +136.5% |
| 5Y | -66.3% | +23.8% | -90.1% | -78.5% |
| All | -66.3% | +25.9% | -92.2% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling