+9.2%
Z vs TCOM
+22.8%
-13.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.6% | -13.3% | -11.4% |
| 7D | -2.3% | +13.6% | -15.9% | -5.7% |
| 30D | +9.4% | +14.5% | -5.2% | +5.4% |
| 3M | -16.1% | -4.7% | -11.4% | -15.1% |
| 6M | -30.4% | -16.4% | -14.0% | -27.3% |
| YTD | -55.6% | -39.1% | -16.5% | -49.8% |
| 1Y | -58.5% | -37.8% | -20.7% | -53.4% |
| 3Y | -19.6% | +31.1% | -50.7% | -30.3% |
| 5Y | -54.1% | +45.7% | -99.9% | -63.9% |
| 10Y | -12.1% | +3.7% | -15.8% | -30.7% |
| All | +9.2% | +22.8% | -13.6% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling