+24.7%
Z vs TCOM
+15.0%
+9.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -3.7% | -14.6% | +10.9% | +0.1% |
| 6M | -24.5% | -19.3% | -5.2% | -20.3% |
| YTD | -49.3% | -42.9% | -6.4% | -41.6% |
| 1Y | -58.7% | -43.8% | -14.9% | -52.2% |
| 3Y | -34.1% | +2.1% | -36.2% | -38.6% |
| 5Y | -64.5% | +31.2% | -95.8% | -71.3% |
| 10Y | -0.5% | -13.9% | +13.4% | -18.8% |
| All | +24.7% | +15.0% | +9.7% | +0.9% |
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 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