+262.0%
TER vs TCOM
+13.4%
+248.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.6% |
| 7D | +0.6% | -9.5% | +10.1% | +2.4% |
| 30D | -8.3% | -10.7% | +2.5% | -6.5% |
| 3M | -12.2% | -14.6% | +2.4% | -10.1% |
| 6M | +17.1% | -19.3% | +36.4% | +21.5% |
| YTD | +84.7% | -42.9% | +127.6% | +106.4% |
| 1Y | +199.9% | -43.8% | +243.7% | +235.9% |
| All | +262.0% | +13.4% | +248.6% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling