+145.0%
TT vs TCOM
+26.3%
+118.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +1.6% | -7.6% | +9.2% | +2.3% |
| 30D | -7.3% | -12.2% | +4.9% | -6.2% |
| 3M | -2.6% | -14.2% | +11.6% | -1.4% |
| 6M | +5.9% | -25.0% | +30.9% | +8.7% |
| YTD | +15.4% | -43.7% | +59.1% | +21.7% |
| 1Y | +8.2% | -44.5% | +52.8% | +14.2% |
| 3Y | +122.7% | +13.4% | +109.2% | +113.2% |
| 5Y | +145.0% | +26.5% | +118.5% | +121.7% |
| All | +145.0% | +26.3% | +118.7% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling