+66.1%
T vs TCOM
+26.8%
+39.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.5% |
| 7D | +2.0% | +2.2% | -0.2% | +2.0% |
| 30D | -1.0% | +12.5% | -13.5% | -0.9% |
| 3M | -8.1% | -5.6% | -2.5% | -8.1% |
| 6M | -8.3% | -16.5% | +8.2% | -8.4% |
| YTD | -6.1% | -39.4% | +33.2% | -6.4% |
| 1Y | -7.4% | -41.0% | +33.6% | -7.7% |
| All | +66.1% | +26.8% | +39.3% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling