-2.4%
U vs TCOM
-46.8%
+44.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.5% |
| 7D | 0.0% | -6.5% | +6.5% | +3.0% |
| 30D | -4.1% | -16.2% | +12.1% | +3.7% |
| 3M | +57.8% | -19.3% | +77.1% | +72.4% |
| 6M | +103.5% | -27.2% | +130.8% | +135.4% |
| YTD | -4.8% | -46.2% | +41.4% | +31.4% |
| 1Y | -2.4% | -46.6% | +44.2% | +34.3% |
| All | -2.4% | -46.8% | +44.4% | +34.3% |
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 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