+208.9%
W vs TCOM
+5.0%
+203.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | +3.2% | +11.5% | -8.3% | -1.0% |
| 3M | +8.3% | -5.2% | +13.5% | +10.1% |
| 6M | +84.3% | -16.9% | +101.2% | +94.8% |
| YTD | +11.0% | -39.9% | +50.9% | +31.8% |
| 1Y | -0.2% | -42.1% | +41.9% | +20.0% |
| 3Y | +157.9% | +28.0% | +129.9% | +120.3% |
| 5Y | -56.8% | +40.4% | -97.2% | -66.5% |
| All | +208.9% | +5.0% | +203.9% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling