+203.4%
W vs TCOM
+58.1%
+145.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -7.4% | +2.2% | -9.5% | -8.1% |
| 30D | +7.8% | +12.5% | -4.7% | +3.6% |
| 3M | +10.9% | -5.6% | +16.5% | +12.6% |
| 6M | +86.4% | -16.5% | +102.9% | +95.4% |
| YTD | +14.0% | -39.4% | +53.3% | +32.2% |
| 1Y | +3.5% | -41.0% | +44.5% | +21.0% |
| 3Y | +164.8% | +29.2% | +135.5% | +132.0% |
| 5Y | -53.1% | +41.6% | -94.8% | -62.1% |
| 10Y | +220.4% | +6.6% | +213.8% | +153.0% |
| All | +203.4% | +58.1% | +145.3% | +131.5% |
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