+40.5%
W vs TCOM
+13.4%
+27.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +6.5% | -7.6% | +14.1% | +9.3% |
| 30D | -6.2% | -12.2% | +6.0% | -2.0% |
| 3M | +48.9% | -14.2% | +63.1% | +55.5% |
| 6M | +31.2% | -25.0% | +56.2% | +43.9% |
| YTD | -0.4% | -43.7% | +43.2% | +19.9% |
| 1Y | +14.8% | -44.5% | +59.4% | +38.8% |
| 3Y | +40.5% | +13.4% | +27.1% | +41.2% |
| All | +40.5% | +13.4% | +27.1% | +41.2% |
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 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