-60.0%
Z vs TCOM
-41.5%
-18.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | +3.0% | +11.5% | -8.5% | -0.5% |
| 3M | -13.4% | -5.2% | -8.2% | -12.6% |
| 6M | -27.3% | -16.9% | -10.4% | -24.0% |
| YTD | -57.8% | -39.9% | -17.9% | -53.9% |
| 1Y | -60.0% | -42.1% | -17.9% | -55.3% |
| All | -60.0% | -41.5% | -18.5% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling