+103.1%
TXT vs TCOM
-9.8%
+112.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +2.5% | -4.9% | +7.4% | +3.6% |
| 30D | -8.9% | -14.4% | +5.5% | -5.8% |
| 3M | -13.6% | -17.7% | +4.1% | -10.3% |
| 6M | -13.1% | -25.1% | +12.0% | -8.0% |
| YTD | -7.0% | -45.7% | +38.7% | +5.0% |
| 1Y | -1.4% | -47.9% | +46.5% | +12.3% |
| 3Y | +7.0% | +8.9% | -2.0% | -3.0% |
| 5Y | +15.4% | +26.9% | -11.4% | -7.1% |
| All | +103.1% | -9.8% | +112.9% | +57.9% |
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 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