+554.0%
XYZ vs TCOM
-16.0%
+570.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | +12.1% | +12.1% | +0.1% | +7.0% |
| 30D | +12.4% | +16.5% | -4.1% | +5.5% |
| 3M | +8.2% | -4.0% | +12.2% | +9.6% |
| 6M | +20.7% | -18.5% | +39.2% | +29.9% |
| YTD | +31.3% | -38.3% | +69.6% | +57.6% |
| 1Y | +20.5% | -36.6% | +57.1% | +42.8% |
| 3Y | +72.6% | +31.1% | +41.5% | +39.2% |
| 5Y | -64.0% | +47.6% | -111.6% | -74.7% |
| 10Y | +601.8% | +5.1% | +596.8% | +416.0% |
| All | +554.0% | -16.0% | +570.0% | +360.8% |
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