+78.7%
SO vs TCOM
+40.6%
+38.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.2% |
| 7D | +1.4% | -1.8% | +3.1% | +1.3% |
| 30D | +4.7% | +12.1% | -7.4% | +4.8% |
| 3M | +1.7% | -3.2% | +4.9% | +1.7% |
| 6M | +2.2% | -16.6% | +18.8% | +2.1% |
| YTD | +10.0% | -39.4% | +49.4% | +9.9% |
| 1Y | +6.0% | -41.5% | +47.6% | +6.0% |
| 3Y | +54.1% | +24.4% | +29.7% | +53.3% |
| All | +78.7% | +40.6% | +38.2% | +77.7% |
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