+52.5%
V vs TCOM
+13.4%
+39.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -1.1% | -7.6% | +6.5% | -0.4% |
| 30D | +1.9% | -12.2% | +14.1% | +3.0% |
| 3M | +15.5% | -14.2% | +29.7% | +16.9% |
| 6M | +16.6% | -25.0% | +41.6% | +19.3% |
| YTD | +5.7% | -43.7% | +49.4% | +10.5% |
| 1Y | +8.6% | -44.5% | +53.1% | +13.5% |
| 3Y | +52.5% | +13.4% | +39.1% | +55.0% |
| All | +52.5% | +13.4% | +39.1% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling