+10.0%
TXT vs TCOM
+40.9%
-30.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +13.3% | +11.5% | +1.7% | +11.7% |
| 3M | -5.1% | -5.2% | +0.1% | -4.6% |
| 6M | -7.1% | -16.9% | +9.8% | -5.3% |
| YTD | -3.2% | -39.9% | +36.7% | +2.5% |
| 1Y | +2.3% | -42.1% | +44.4% | +8.9% |
| 3Y | +11.1% | +28.0% | -17.0% | +3.1% |
| 5Y | +10.0% | +40.4% | -30.4% | -0.4% |
| All | +10.0% | +40.9% | -30.9% | -0.4% |
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