+533.2%
XYZ vs TCOM
-22.3%
+555.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.0% | -9.5% | +8.6% | +3.2% |
| 30D | -1.7% | -10.7% | +9.0% | +2.8% |
| 3M | +16.7% | -14.6% | +31.4% | +23.6% |
| 6M | +26.9% | -19.3% | +46.2% | +37.4% |
| YTD | +27.1% | -42.9% | +70.1% | +57.9% |
| 1Y | +9.3% | -43.8% | +53.0% | +36.4% |
| 3Y | +42.3% | +2.1% | +40.2% | +27.9% |
| 5Y | -69.3% | +31.2% | -100.5% | -77.4% |
| 10Y | +586.8% | -13.9% | +600.7% | +440.5% |
| All | +533.2% | -22.3% | +555.5% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling