+33.4%
TGT vs TCOM
-25.7%
+59.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.6% |
| 7D | -3.6% | -10.2% | +6.6% | -1.8% |
| 30D | +4.4% | -16.8% | +21.2% | +7.6% |
| 3M | +25.4% | -16.7% | +42.1% | +27.9% |
| 6M | +33.4% | -27.1% | +60.4% | +39.4% |
| All | +33.4% | -25.7% | +59.1% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling