-54.9%
Z vs TCOM
+44.4%
-99.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -6.5% | +6.5% | -13.0% | -8.1% |
| 30D | -0.1% | +13.3% | -13.4% | -3.4% |
| 3M | -14.1% | -6.5% | -7.7% | -12.7% |
| 6M | -30.1% | -16.3% | -13.7% | -27.0% |
| YTD | -57.5% | -38.7% | -18.8% | -52.2% |
| 1Y | -60.3% | -40.1% | -20.2% | -55.2% |
| 3Y | -21.0% | +30.6% | -51.7% | -31.9% |
| 5Y | -54.9% | +45.8% | -100.7% | -69.6% |
| All | -54.9% | +44.4% | -99.3% | -69.6% |
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