+1,093.1%
TER vs TCOM
+2,868.4%
-1,775.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.2% | -5.6% |
| 7D | +14.4% | -1.8% | +16.1% | +14.8% |
| 30D | -30.6% | +12.1% | -42.7% | -32.9% |
| 3M | -39.2% | -3.2% | -36.0% | -39.1% |
| 6M | -31.3% | -16.6% | -14.6% | -29.2% |
| YTD | +29.1% | -39.4% | +68.5% | +43.7% |
| 1Y | +47.4% | -41.5% | +89.0% | +65.6% |
| 3Y | +191.2% | +24.4% | +166.9% | +157.5% |
| 5Y | +74.0% | +41.6% | +32.4% | +38.6% |
| 10Y | +1,005.1% | +6.5% | +998.5% | +792.7% |
| All | +1,093.1% | +2,868.4% | -1,775.4% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling