-50.4%
COMP vs TCOM
+8.8%
-59.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | +7.2% | +6.5% | +0.7% | +4.7% |
| 30D | +6.4% | +13.3% | -6.9% | +1.6% |
| 3M | -19.4% | -6.5% | -13.0% | -17.6% |
| 6M | +14.6% | -16.3% | +30.9% | +21.0% |
| YTD | -5.5% | -38.7% | +33.2% | +11.2% |
| 1Y | +13.7% | -40.1% | +53.8% | +34.8% |
| 3Y | +409.7% | +30.6% | +379.1% | +296.9% |
| 5Y | -17.0% | +45.8% | -62.8% | -44.4% |
| All | -50.4% | +8.8% | -59.2% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling