-16.1%
Z vs TCOM
+3.1%
-19.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.8% |
| 7D | -4.6% | +12.1% | -16.6% | -7.8% |
| 30D | +8.3% | +16.5% | -8.2% | +3.6% |
| 3M | -11.6% | -4.0% | -7.6% | -10.7% |
| 6M | -33.6% | -18.5% | -15.1% | -29.9% |
| YTD | -56.7% | -38.3% | -18.4% | -50.8% |
| 1Y | -59.1% | -36.6% | -22.5% | -54.0% |
| 3Y | -20.4% | +31.1% | -51.5% | -32.0% |
| 5Y | -55.3% | +47.6% | -102.8% | -65.9% |
| All | -16.1% | +3.1% | -19.2% | -32.0% |
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