-10.4%
DOW vs TCOM
-1.7%
-8.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -2.9% | -7.6% | +4.7% | -1.2% |
| 30D | +2.0% | -12.2% | +14.2% | +5.0% |
| 3M | -12.5% | -14.2% | +1.7% | -9.9% |
| 6M | -9.2% | -25.0% | +15.8% | -3.8% |
| YTD | +30.8% | -43.7% | +74.5% | +46.7% |
| 1Y | +29.4% | -44.5% | +73.9% | +45.7% |
| 3Y | -34.6% | +13.4% | -48.0% | -40.8% |
| 5Y | -35.9% | +26.5% | -62.4% | -46.8% |
| All | -10.4% | -1.7% | -8.7% | -27.4% |
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