-2.2%
TXT vs TCOM
-46.8%
+44.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -0.2% | -6.5% | +6.3% | -0.1% |
| 30D | -10.2% | -16.2% | +6.0% | -9.9% |
| 3M | -13.3% | -19.3% | +6.1% | -12.7% |
| 6M | -14.4% | -27.2% | +12.9% | -13.1% |
| YTD | -9.1% | -46.2% | +37.1% | -7.3% |
| 1Y | -2.2% | -46.6% | +44.5% | -0.1% |
| All | -2.2% | -46.8% | +44.7% | -0.1% |
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