+1,606.9%
TER vs TCOM
+2,694.8%
-1,087.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.6% | -9.5% | +10.1% | +3.2% |
| 30D | -8.3% | -10.7% | +2.5% | -5.8% |
| 3M | -12.2% | -14.6% | +2.4% | -9.6% |
| 6M | +17.1% | -19.3% | +36.4% | +22.3% |
| YTD | +84.7% | -42.9% | +127.6% | +110.1% |
| 1Y | +199.9% | -43.8% | +243.7% | +242.1% |
| 3Y | +232.8% | +2.1% | +230.7% | +211.4% |
| 5Y | +198.6% | +31.2% | +167.4% | +143.3% |
| 10Y | +1,669.7% | -13.9% | +1,683.7% | +1,416.7% |
| All | +1,606.9% | +2,694.8% | -1,087.8% | +548.1% |
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