+41.9%
TCOM vs RACE
+64.4%
-22.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | -1.8% | -1.2% | -0.6% | -1.3% |
| 30D | +12.1% | +6.1% | +5.9% | +9.3% |
| 3M | -3.2% | -0.3% | -2.9% | -3.4% |
| 6M | -16.6% | +23.4% | -40.1% | -24.8% |
| YTD | -39.4% | +12.5% | -51.9% | -43.4% |
| 1Y | -41.5% | -0.5% | -41.1% | -42.2% |
| 3Y | +24.4% | +23.6% | +0.8% | -3.0% |
| All | +41.9% | +64.4% | -22.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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