-68.9%
XYZ vs TCOM
+30.8%
-99.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.0% | -9.5% | +8.6% | +3.1% |
| 30D | -1.7% | -10.7% | +9.0% | +2.7% |
| 3M | +16.7% | -14.6% | +31.4% | +23.4% |
| 6M | +26.9% | -19.3% | +46.2% | +37.2% |
| YTD | +27.1% | -42.9% | +70.1% | +57.4% |
| 1Y | +9.3% | -43.8% | +53.0% | +35.9% |
| 3Y | +42.3% | +2.1% | +40.2% | +26.7% |
| All | -68.9% | +30.8% | -99.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling