+27.5%
SOLS vs TCOM
-44.9%
+72.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -3.5% | -4.9% | +1.4% | -3.6% |
| 30D | -1.0% | -14.4% | +13.4% | -1.6% |
| 3M | -24.1% | -17.7% | -6.4% | -23.9% |
| 6M | -18.0% | -25.1% | +7.1% | -17.8% |
| YTD | +27.1% | -45.7% | +72.8% | +19.2% |
| All | +27.5% | -44.9% | +72.5% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling