-24.4%
TAP vs TCOM
+26.8%
-51.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.7% |
| 7D | -8.0% | +2.2% | -10.2% | -8.1% |
| 30D | +4.1% | +12.5% | -8.4% | +3.6% |
| 3M | -4.4% | -5.6% | +1.3% | -4.3% |
| 6M | -1.9% | -16.5% | +14.5% | -1.8% |
| YTD | -12.1% | -39.4% | +27.3% | -11.4% |
| 1Y | -12.0% | -41.0% | +28.9% | -11.3% |
| All | -24.4% | +26.8% | -51.2% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling