-16.9%
Z vs TCOM
+7.7%
-24.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -13.1% | +2.2% | -15.2% | -13.7% |
| 30D | +5.9% | +12.5% | -6.7% | +2.3% |
| 3M | -13.7% | -5.6% | -8.1% | -12.3% |
| 6M | -27.1% | -16.5% | -10.7% | -23.7% |
| YTD | -56.8% | -39.4% | -17.4% | -50.7% |
| 1Y | -60.2% | -41.0% | -19.3% | -54.2% |
| 3Y | -19.7% | +29.2% | -48.9% | -31.2% |
| 5Y | -53.7% | +41.6% | -95.3% | -64.2% |
| 10Y | -16.9% | +6.6% | -23.5% | -31.1% |
| All | -16.9% | +7.7% | -24.5% | -31.1% |
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