-12.1%
DOW vs TCOM
-5.3%
-6.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -1.4% | -4.9% | +3.5% | -0.3% |
| 30D | -3.9% | -14.4% | +10.5% | -0.6% |
| 3M | -12.7% | -17.7% | +5.0% | -9.2% |
| 6M | -13.7% | -25.1% | +11.4% | -8.6% |
| YTD | +28.4% | -45.7% | +74.1% | +45.3% |
| 1Y | +21.8% | -47.9% | +69.6% | +39.0% |
| 3Y | -35.7% | +8.9% | -44.7% | -41.3% |
| 5Y | -36.8% | +26.9% | -63.7% | -48.1% |
| All | -12.1% | -5.3% | -6.7% | -28.1% |
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