+27.6%
TXG vs TCOM
+8.2%
+19.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.8% |
| 7D | +9.1% | -10.2% | +19.3% | +13.3% |
| 30D | +14.9% | -16.8% | +31.7% | +22.7% |
| 3M | +120.0% | -16.7% | +136.7% | +132.8% |
| 6M | +221.8% | -27.1% | +248.9% | +258.7% |
| YTD | +312.6% | -45.5% | +358.1% | +404.7% |
| 1Y | +398.4% | -45.9% | +444.3% | +511.8% |
| 3Y | +42.1% | +9.8% | +32.3% | +26.5% |
| 5Y | -63.5% | +23.8% | -87.3% | -71.7% |
| All | +27.6% | +8.2% | +19.4% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling