+589.6%
T vs TCOM
+2,694.8%
-2,105.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -1.3% | -9.5% | +8.3% | -0.4% |
| 30D | +11.4% | -10.7% | +22.1% | +12.5% |
| 3M | +14.3% | -14.6% | +28.9% | +15.7% |
| 6M | -9.3% | -19.3% | +10.1% | -7.7% |
| YTD | +7.1% | -42.9% | +50.0% | +12.1% |
| 1Y | -9.1% | -43.8% | +34.7% | -4.8% |
| 3Y | +105.3% | +2.1% | +103.2% | +99.2% |
| 5Y | +66.8% | +31.2% | +35.6% | +52.7% |
| 10Y | +66.8% | -13.9% | +80.7% | +53.6% |
| All | +589.6% | +2,694.8% | -2,105.2% | +335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling