+566.1%
XYZ vs TCOM
+5.0%
+561.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | +7.0% | +11.5% | -4.5% | +2.2% |
| 3M | +5.1% | -5.2% | +10.3% | +7.1% |
| 6M | +14.1% | -16.9% | +31.0% | +21.9% |
| YTD | +26.4% | -39.9% | +66.3% | +53.9% |
| 1Y | +25.1% | -42.1% | +67.1% | +54.5% |
| 3Y | +59.7% | +28.0% | +31.7% | +29.2% |
| 5Y | -63.8% | +40.4% | -104.2% | -74.3% |
| All | +566.1% | +5.0% | +561.1% | +416.7% |
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