+196.7%
W vs TCOM
+58.0%
+138.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +0.2% | -1.8% | +1.9% | +0.7% |
| 30D | +6.8% | +12.1% | -5.3% | +2.8% |
| 3M | +10.7% | -3.2% | +13.9% | +11.5% |
| 6M | +86.3% | -16.6% | +103.0% | +95.5% |
| YTD | +11.5% | -39.4% | +50.9% | +29.3% |
| 1Y | +5.1% | -41.5% | +46.6% | +23.3% |
| 3Y | +171.0% | +24.4% | +146.6% | +140.6% |
| 5Y | -56.6% | +41.6% | -98.2% | -64.9% |
| 10Y | +213.4% | +6.5% | +206.9% | +147.6% |
| All | +196.7% | +58.0% | +138.7% | +126.5% |
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