+69.6%
V vs TCOM
+21.5%
+48.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -3.0% | -6.5% | +3.5% | -2.2% |
| 30D | +1.2% | -16.2% | +17.4% | +3.5% |
| 3M | +13.9% | -19.3% | +33.2% | +16.8% |
| 6M | +17.2% | -27.2% | +44.5% | +21.8% |
| YTD | +5.3% | -46.2% | +51.5% | +13.3% |
| 1Y | +9.5% | -46.6% | +56.1% | +17.7% |
| 3Y | +51.9% | +8.4% | +43.5% | +44.4% |
| 5Y | +69.6% | +25.8% | +43.8% | +50.5% |
| All | +69.6% | +21.5% | +48.0% | +50.5% |
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