-1.0%
TAP vs TCOM
+26.3%
-27.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -2.3% | -7.6% | +5.3% | -1.9% |
| 30D | -9.4% | -12.2% | +2.8% | -8.8% |
| 3M | -0.8% | -14.2% | +13.4% | -0.1% |
| 6M | -14.7% | -25.0% | +10.3% | -13.7% |
| YTD | -13.9% | -43.7% | +29.7% | -11.8% |
| 1Y | -18.6% | -44.5% | +25.9% | -16.6% |
| 3Y | -32.0% | +13.4% | -45.4% | -33.9% |
| 5Y | -1.0% | +26.5% | -27.5% | -4.8% |
| All | -1.0% | +26.3% | -27.3% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling