+155.2%
W vs TCOM
-9.8%
+165.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -0.9% | -4.9% | +4.0% | +0.9% |
| 30D | -4.2% | -14.4% | +10.1% | +1.3% |
| 3M | +26.9% | -17.7% | +44.6% | +35.0% |
| 6M | +31.2% | -25.1% | +56.3% | +44.6% |
| YTD | -1.8% | -45.7% | +43.9% | +21.2% |
| 1Y | +9.3% | -47.9% | +57.2% | +36.8% |
| 3Y | +33.2% | +8.9% | +24.3% | +21.0% |
| 5Y | -62.4% | +26.9% | -89.3% | -69.8% |
| All | +155.2% | -9.8% | +165.0% | +110.7% |
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