+638.0%
XYZ vs TCOM
+3.5%
+634.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.9% |
| 7D | +14.9% | +7.4% | +7.5% | +11.5% |
| 30D | +14.7% | +13.2% | +1.4% | +8.8% |
| 3M | +12.1% | -4.6% | +16.7% | +13.9% |
| 6M | +18.3% | -16.4% | +34.7% | +26.2% |
| YTD | +36.1% | -38.8% | +74.8% | +64.3% |
| 1Y | +35.3% | -37.3% | +72.6% | +61.6% |
| 3Y | +73.5% | +31.4% | +42.0% | +38.7% |
| 5Y | -61.6% | +45.5% | -107.2% | -73.2% |
| 10Y | +638.0% | +4.6% | +633.4% | +467.0% |
| All | +638.0% | +3.5% | +634.5% | +467.0% |
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