+263.6%
TXT vs TCOM
+2,868.4%
-2,604.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | +13.3% | +12.1% | +1.3% | +10.3% |
| 3M | -5.0% | -3.2% | -1.8% | -4.5% |
| 6M | -8.4% | -16.6% | +8.2% | -5.3% |
| YTD | -4.0% | -39.4% | +35.4% | +6.1% |
| 1Y | +2.8% | -41.5% | +44.3% | +14.5% |
| 3Y | +10.3% | +24.4% | -14.1% | -2.0% |
| 5Y | +9.2% | +41.6% | -32.4% | -13.2% |
| 10Y | +89.6% | +6.5% | +83.0% | +52.5% |
| All | +263.6% | +2,868.4% | -2,604.8% | +44.8% |
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