+66.9%
T vs TCOM
-10.5%
+77.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.7% |
| 7D | -2.4% | -6.5% | +4.1% | -2.0% |
| 30D | +4.3% | -16.2% | +20.5% | +5.6% |
| 3M | +11.6% | -19.3% | +30.9% | +13.1% |
| 6M | -5.6% | -27.2% | +21.6% | -3.6% |
| YTD | +6.6% | -46.2% | +52.7% | +11.0% |
| 1Y | -8.4% | -46.6% | +38.2% | -4.5% |
| 3Y | +107.8% | +8.4% | +99.5% | +100.2% |
| 5Y | +68.3% | +25.8% | +42.5% | +55.6% |
| All | +66.9% | -10.5% | +77.5% | +46.7% |
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