+219.1%
TER vs TCOM
+26.3%
+192.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +11.0% | -7.6% | +18.6% | +12.8% |
| 30D | -1.9% | -12.2% | +10.3% | +0.8% |
| 3M | -0.7% | -14.2% | +13.5% | +1.8% |
| 6M | +36.4% | -25.0% | +61.4% | +44.5% |
| YTD | +92.4% | -43.7% | +136.1% | +117.0% |
| 1Y | +213.5% | -44.5% | +258.1% | +254.4% |
| 3Y | +277.2% | +13.4% | +263.8% | +243.7% |
| 5Y | +219.1% | +26.5% | +192.7% | +160.5% |
| All | +219.1% | +26.3% | +192.8% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling