+23.5%
TCOM vs RACE
+658.9%
-635.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | +12.1% | +5.1% | +7.0% | +9.8% |
| 30D | +16.5% | +7.7% | +8.8% | +13.0% |
| 3M | -4.0% | +2.2% | -6.2% | -5.2% |
| 6M | -18.5% | +23.8% | -42.3% | -26.3% |
| YTD | -38.3% | +13.9% | -52.2% | -42.7% |
| 1Y | -36.6% | +3.8% | -40.4% | -38.8% |
| 3Y | +31.1% | +28.0% | +3.1% | +8.9% |
| 5Y | +47.6% | +64.9% | -17.3% | +6.0% |
| 10Y | +5.1% | +780.4% | -775.3% | -60.9% |
| All | +23.5% | +658.9% | -635.4% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling