-2.7%
TXT vs TCOM
-42.5%
+39.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -4.8% | -9.5% | +4.7% | -4.5% |
| 30D | -10.6% | -10.7% | +0.1% | -10.4% |
| 3M | -13.2% | -14.6% | +1.5% | -12.7% |
| 6M | -20.3% | -19.3% | -1.0% | -19.3% |
| YTD | -9.3% | -42.9% | +33.7% | -7.5% |
| 1Y | -2.7% | -43.8% | +41.1% | -0.7% |
| All | -2.7% | -42.5% | +39.8% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling