+1,066.7%
TER vs TCOM
+5.9%
+1,060.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.4% | +8.6% |
| 7D | +5.9% | +2.2% | +3.7% | +5.1% |
| 30D | -30.8% | +12.5% | -43.3% | -33.3% |
| 3M | -29.9% | -5.6% | -24.3% | -29.4% |
| 6M | -27.5% | -16.5% | -11.0% | -25.0% |
| YTD | +37.5% | -39.4% | +76.8% | +54.8% |
| 1Y | +50.3% | -41.0% | +91.2% | +70.5% |
| 3Y | +204.9% | +29.2% | +175.7% | +160.1% |
| 5Y | +89.2% | +41.6% | +47.5% | +45.1% |
| All | +1,066.7% | +5.9% | +1,060.7% | +834.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling