-58.0%
Z vs TCOM
-39.5%
-18.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.0% |
| 7D | -5.2% | +7.4% | -12.6% | -7.4% |
| 30D | +5.7% | +13.2% | -7.5% | +1.7% |
| 3M | -8.7% | -4.6% | -4.2% | -8.1% |
| 6M | -26.0% | -16.4% | -9.6% | -22.7% |
| YTD | -55.0% | -38.8% | -16.3% | -51.2% |
| All | -58.0% | -39.5% | -18.5% | -53.8% |
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 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