-74.6%
U vs TCOM
+39.4%
-114.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +2.8% | -1.4% | +4.2% | +3.4% |
| 30D | +7.6% | +11.5% | -3.9% | +2.9% |
| 3M | +12.7% | -5.2% | +17.9% | +15.0% |
| 6M | +87.0% | -16.9% | +103.9% | +100.2% |
| YTD | +13.6% | -39.9% | +53.5% | +39.2% |
| 1Y | +25.3% | -42.1% | +67.4% | +55.7% |
| 3Y | +85.8% | +28.0% | +57.7% | +51.1% |
| All | -74.6% | +39.4% | -114.0% | -82.5% |
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