+38.3%
TXG vs TCOM
+7.1%
+31.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +5.0% | -6.5% | +11.5% | +7.1% |
| 30D | +13.5% | -16.2% | +29.7% | +19.8% |
| 3M | +128.0% | -19.3% | +147.4% | +142.0% |
| 6M | +224.4% | -27.2% | +251.7% | +256.7% |
| YTD | +307.0% | -46.2% | +353.2% | +385.4% |
| 1Y | +427.2% | -46.6% | +473.9% | +530.9% |
| All | +38.3% | +7.1% | +31.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling