-47.6%
TAP vs TCOM
+7.7%
-55.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.6% |
| 7D | -8.0% | +2.2% | -10.2% | -8.2% |
| 30D | +4.1% | +12.5% | -8.4% | +2.9% |
| 3M | -4.4% | -5.6% | +1.3% | -3.9% |
| 6M | -1.9% | -16.5% | +14.5% | -0.4% |
| YTD | -12.1% | -39.4% | +27.3% | -8.2% |
| 1Y | -12.0% | -41.0% | +28.9% | -8.0% |
| 3Y | -25.0% | +29.2% | -54.3% | -29.7% |
| 5Y | -1.1% | +41.6% | -42.7% | -11.7% |
| 10Y | -47.6% | +6.6% | -54.3% | -55.5% |
| All | -47.6% | +7.7% | -55.3% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling