+243.6%
TXT vs TCOM
+2,694.8%
-2,451.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -4.8% | -9.5% | +4.7% | -2.6% |
| 30D | -10.6% | -10.7% | +0.1% | -8.3% |
| 3M | -13.2% | -14.6% | +1.5% | -10.5% |
| 6M | -20.3% | -19.3% | -1.0% | -16.9% |
| YTD | -9.3% | -42.9% | +33.7% | +1.9% |
| 1Y | -2.7% | -43.8% | +41.1% | +9.5% |
| 3Y | +1.4% | +2.1% | -0.7% | -5.6% |
| 5Y | +9.6% | +31.2% | -21.7% | -11.4% |
| 10Y | +94.9% | -13.9% | +108.8% | +65.0% |
| All | +243.6% | +2,694.8% | -2,451.1% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling