+62.5%
T vs TCOM
+5.9%
+56.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.5% | -1.8% | +4.3% | +2.7% |
| 30D | -3.8% | +12.1% | -15.9% | -4.6% |
| 3M | -8.7% | -3.2% | -5.5% | -8.6% |
| 6M | -8.1% | -16.6% | +8.5% | -7.1% |
| YTD | -6.4% | -39.4% | +32.9% | -3.4% |
| 1Y | -9.8% | -41.5% | +31.8% | -6.6% |
| 3Y | +65.5% | +24.4% | +41.1% | +57.9% |
| 5Y | +57.0% | +41.6% | +15.4% | +44.2% |
| All | +62.5% | +5.9% | +56.6% | +45.6% |
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