-14.4%
TAP vs TCOM
-42.5%
+28.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -2.3% | -9.5% | +7.2% | -2.4% |
| 30D | -2.1% | -10.7% | +8.6% | -2.3% |
| 3M | +6.6% | -14.6% | +21.2% | +5.8% |
| 6M | -11.5% | -19.3% | +7.8% | -12.2% |
| YTD | -10.3% | -42.9% | +32.7% | -13.9% |
| 1Y | -14.4% | -43.8% | +29.4% | -18.1% |
| All | -14.4% | -42.5% | +28.1% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling