+163.6%
W vs TCOM
+48.8%
+114.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -4.2% | -9.5% | +5.4% | -1.1% |
| 30D | -7.6% | -10.7% | +3.2% | -4.2% |
| 3M | +37.2% | -14.6% | +51.8% | +43.2% |
| 6M | +26.3% | -19.3% | +45.7% | +34.2% |
| YTD | -1.0% | -42.9% | +42.0% | +17.4% |
| 1Y | +20.1% | -43.8% | +63.9% | +42.9% |
| 3Y | +37.8% | +2.1% | +35.7% | +30.3% |
| 5Y | -63.7% | +31.2% | -94.9% | -69.9% |
| 10Y | +156.3% | -13.9% | +170.3% | +111.3% |
| All | +163.6% | +48.8% | +114.8% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling