+57.6%
T vs TCOM
+43.1%
+14.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.5% |
| 7D | +2.0% | +2.2% | -0.2% | +1.9% |
| 30D | -1.0% | +12.5% | -13.5% | -1.3% |
| 3M | -8.1% | -5.6% | -2.5% | -8.0% |
| 6M | -8.3% | -16.5% | +8.2% | -7.9% |
| YTD | -6.1% | -39.4% | +33.2% | -5.1% |
| 1Y | -7.4% | -41.0% | +33.6% | -6.3% |
| 3Y | +65.4% | +29.2% | +36.2% | +61.9% |
| 5Y | +57.6% | +41.6% | +16.0% | +48.2% |
| All | +57.6% | +43.1% | +14.6% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling