+504.5%
T vs TCOM
+2,870.5%
-2,366.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.6% |
| 7D | +2.0% | +2.2% | -0.2% | +1.8% |
| 30D | -1.0% | +12.5% | -13.5% | -2.1% |
| 3M | -8.1% | -5.6% | -2.5% | -7.7% |
| 6M | -8.3% | -16.5% | +8.2% | -7.0% |
| YTD | -6.1% | -39.4% | +33.2% | -2.3% |
| 1Y | -7.4% | -41.0% | +33.6% | -3.4% |
| 3Y | +65.4% | +29.2% | +36.2% | +56.9% |
| 5Y | +57.6% | +41.6% | +16.0% | +43.3% |
| 10Y | +61.4% | +6.6% | +54.8% | +45.5% |
| All | +504.5% | +2,870.5% | -2,366.0% | +279.8% |
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