+41.7%
TGT vs TCOM
+7.1%
+34.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | -5.0% | -6.5% | +1.5% | -4.6% |
| 30D | +3.0% | -16.2% | +19.3% | +4.4% |
| 3M | +22.6% | -19.3% | +41.9% | +24.3% |
| 6M | +31.2% | -27.2% | +58.4% | +34.0% |
| YTD | +63.7% | -46.2% | +109.9% | +69.8% |
| 1Y | +78.5% | -46.6% | +125.1% | +85.2% |
| All | +41.7% | +7.1% | +34.6% | +35.2% |
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