-62.3%
W vs TCOM
+25.9%
-88.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.4% |
| 7D | +5.9% | -10.2% | +16.1% | +10.2% |
| 30D | -3.0% | -16.8% | +13.8% | +4.0% |
| 3M | +40.3% | -16.7% | +57.0% | +49.0% |
| 6M | +32.2% | -27.1% | +59.3% | +47.9% |
| YTD | -0.3% | -45.5% | +45.2% | +24.3% |
| 1Y | +16.2% | -45.9% | +62.0% | +45.0% |
| 3Y | +40.7% | +9.8% | +31.0% | +25.4% |
| 5Y | -62.3% | +23.8% | -86.1% | -73.2% |
| All | -62.3% | +25.9% | -88.2% | -73.2% |
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 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