+5.6%
XYZ vs TCOM
-44.5%
+50.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.8% |
| 7D | +2.9% | -7.6% | +10.5% | +5.6% |
| 30D | +1.4% | -12.2% | +13.6% | +5.9% |
| 3M | +14.6% | -14.2% | +28.8% | +20.1% |
| 6M | +20.8% | -25.0% | +45.8% | +33.4% |
| YTD | +23.1% | -43.7% | +66.7% | +47.5% |
| 1Y | +5.6% | -44.5% | +50.2% | +27.4% |
| All | +5.6% | -44.5% | +50.2% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling