+146.2%
TAP vs TCOM
+2,694.8%
-2,548.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.3% | -9.5% | +7.2% | -1.4% |
| 30D | -2.1% | -10.7% | +8.6% | -1.1% |
| 3M | +6.6% | -14.6% | +21.2% | +8.1% |
| 6M | -11.5% | -19.3% | +7.8% | -9.9% |
| YTD | -10.3% | -42.9% | +32.7% | -5.9% |
| 1Y | -14.4% | -43.8% | +29.4% | -10.1% |
| 3Y | -28.3% | +2.1% | -30.4% | -30.4% |
| 5Y | +1.7% | +31.2% | -29.5% | -7.0% |
| 10Y | -49.2% | -13.9% | -35.3% | -53.2% |
| All | +146.2% | +2,694.8% | -2,548.6% | +75.4% |
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