-17.4%
TOST vs TCOM
-42.5%
+25.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.4% | -9.5% | +6.1% | -0.7% |
| 30D | -2.4% | -10.7% | +8.3% | +0.7% |
| 3M | +34.6% | -14.6% | +49.2% | +39.9% |
| 6M | +15.2% | -19.3% | +34.5% | +21.6% |
| YTD | -4.4% | -42.9% | +38.5% | +6.3% |
| 1Y | -17.4% | -43.8% | +26.4% | -8.6% |
| All | -17.4% | -42.5% | +25.1% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling