+52.5%
SOXX vs TCOM
-39.6%
+92.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -3.1% |
| 7D | -13.7% | +10.7% | -24.4% | -13.7% |
| 30D | -23.6% | +10.1% | -33.6% | -23.6% |
| 3M | -16.9% | -8.9% | -8.0% | -15.9% |
| 6M | -2.4% | -19.2% | +16.8% | +2.5% |
| YTD | +49.8% | -40.6% | +90.5% | +60.9% |
| 1Y | +52.5% | -39.0% | +91.6% | +61.4% |
| All | +52.5% | -39.6% | +92.1% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling