+31.1%
SOLS vs TCOM
-44.7%
+75.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -2.1% |
| 7D | +3.7% | -10.2% | +13.9% | +3.3% |
| 30D | +5.0% | -16.8% | +21.8% | +4.2% |
| 3M | -21.1% | -16.7% | -4.4% | -20.9% |
| 6M | -14.2% | -27.1% | +12.9% | -14.1% |
| YTD | +30.6% | -45.5% | +76.1% | +22.6% |
| All | +31.1% | -44.7% | +75.8% | +22.2% |
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