+716.5%
SO vs TCOM
+2,694.8%
-1,978.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -0.2% | -9.5% | +9.4% | +0.3% |
| 30D | -4.6% | -10.7% | +6.1% | -4.1% |
| 3M | -3.0% | -14.6% | +11.6% | -2.4% |
| 6M | -8.3% | -19.3% | +11.1% | -7.5% |
| YTD | +3.5% | -42.9% | +46.5% | +6.0% |
| 1Y | -0.9% | -43.8% | +42.9% | +1.4% |
| 3Y | +45.4% | +2.1% | +43.2% | +43.0% |
| 5Y | +59.6% | +31.2% | +28.4% | +52.3% |
| 10Y | +156.6% | -13.9% | +170.5% | +144.8% |
| All | +716.5% | +2,694.8% | -1,978.2% | +502.4% |
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