-64.8%
Z vs TCOM
+30.8%
-95.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.0% | -9.5% | +6.5% | -0.4% |
| 30D | -4.2% | -10.7% | +6.5% | -1.3% |
| 3M | -3.7% | -14.6% | +10.9% | 0.0% |
| 6M | -24.5% | -19.3% | -5.2% | -20.3% |
| YTD | -49.3% | -42.9% | -6.4% | -41.8% |
| 1Y | -58.7% | -43.8% | -14.9% | -52.4% |
| 3Y | -34.1% | +2.1% | -36.2% | -38.9% |
| All | -64.8% | +30.8% | -95.6% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling