+1,802.9%
TER vs TCOM
-10.5%
+1,813.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.2% |
| 7D | +9.4% | -6.5% | +15.9% | +11.4% |
| 30D | -2.4% | -16.2% | +13.8% | +2.2% |
| 3M | +6.5% | -19.3% | +25.9% | +11.7% |
| 6M | +23.2% | -27.2% | +50.4% | +33.2% |
| YTD | +91.5% | -46.2% | +137.7% | +124.0% |
| 1Y | +214.8% | -46.6% | +261.4% | +268.7% |
| 3Y | +275.3% | +8.4% | +267.0% | +238.2% |
| 5Y | +211.9% | +25.8% | +186.1% | +147.6% |
| All | +1,802.9% | -10.5% | +1,813.5% | +1,461.5% |
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