+580.0%
XYZ vs TCOM
-9.7%
+589.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.7% |
| 7D | +2.9% | -7.6% | +10.5% | +6.3% |
| 30D | +1.4% | -12.2% | +13.6% | +6.9% |
| 3M | +14.6% | -14.2% | +28.8% | +21.1% |
| 6M | +20.8% | -25.0% | +45.8% | +35.2% |
| YTD | +23.1% | -43.7% | +66.7% | +54.3% |
| 1Y | +5.6% | -44.5% | +50.2% | +33.1% |
| 3Y | +50.9% | +13.4% | +37.5% | +28.9% |
| 5Y | -68.6% | +26.5% | -95.0% | -76.7% |
| 10Y | +580.0% | -10.3% | +590.2% | +443.9% |
| All | +580.0% | -9.7% | +589.7% | +443.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling