+12.5%
TXT vs TCOM
+25.9%
-13.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.8% |
| 7D | +0.8% | -10.2% | +11.0% | +2.2% |
| 30D | -10.4% | -16.8% | +6.4% | -8.4% |
| 3M | -14.3% | -16.7% | +2.3% | -12.6% |
| 6M | -15.1% | -27.1% | +12.0% | -11.9% |
| YTD | -8.3% | -45.5% | +37.2% | -1.6% |
| 1Y | -0.7% | -45.9% | +45.2% | +6.6% |
| 3Y | +6.0% | +9.8% | -3.8% | +0.5% |
| 5Y | +12.5% | +23.8% | -11.3% | +2.3% |
| All | +12.5% | +25.9% | -13.4% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling