+589.4%
SE vs TCOM
-18.5%
+607.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -6.1% | -9.5% | +3.4% | -2.1% |
| 30D | -2.5% | -10.7% | +8.3% | +2.1% |
| 3M | +21.7% | -14.6% | +36.3% | +29.2% |
| 6M | +27.0% | -19.3% | +46.3% | +38.3% |
| YTD | -12.1% | -42.9% | +30.8% | +9.4% |
| 1Y | -40.9% | -43.8% | +2.9% | -26.1% |
| 3Y | +191.0% | +2.1% | +188.9% | +162.6% |
| 5Y | -68.3% | +31.2% | -99.5% | -76.4% |
| All | +589.4% | -18.5% | +607.8% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling