+30.0%
TXG vs TCOM
+7.7%
+22.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.0% |
| 7D | +9.5% | -4.9% | +14.4% | +11.4% |
| 30D | +18.8% | -14.4% | +33.2% | +25.6% |
| 3M | +136.1% | -17.7% | +153.8% | +151.1% |
| 6M | +235.2% | -25.1% | +260.3% | +270.0% |
| YTD | +320.5% | -45.7% | +366.3% | +415.3% |
| 1Y | +425.2% | -47.9% | +473.0% | +553.8% |
| 3Y | +42.9% | +8.9% | +33.9% | +27.6% |
| 5Y | -62.8% | +26.9% | -89.7% | -71.3% |
| All | +30.0% | +7.7% | +22.3% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling