+306.7%
TPR vs TCOM
-12.7%
+319.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.3% |
| 7D | -7.3% | -10.2% | +2.9% | -4.1% |
| 30D | -30.7% | -16.8% | -13.9% | -26.5% |
| 3M | -21.6% | -16.7% | -4.9% | -17.3% |
| 6M | -21.3% | -27.1% | +5.7% | -13.4% |
| YTD | -10.2% | -45.5% | +35.3% | +7.2% |
| 1Y | +9.5% | -45.9% | +55.4% | +30.8% |
| 3Y | +280.8% | +9.8% | +271.0% | +237.7% |
| 5Y | +218.7% | +23.8% | +194.9% | +147.4% |
| 10Y | +306.7% | -10.8% | +317.5% | +200.6% |
| All | +306.7% | -12.7% | +319.4% | +200.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling