+1,259.9%
GD vs TCOM
+2,922.3%
-1,662.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.0% | +12.1% | -17.0% | -6.4% |
| 30D | +8.9% | +16.5% | -7.6% | +6.8% |
| 3M | -8.0% | -4.0% | -4.0% | -7.7% |
| 6M | +2.9% | -18.5% | +21.4% | +5.2% |
| YTD | +7.1% | -38.3% | +45.4% | +12.9% |
| 1Y | +5.9% | -36.6% | +42.5% | +11.3% |
| 3Y | +53.9% | +31.1% | +22.7% | +43.5% |
| 5Y | +95.4% | +47.6% | +47.8% | +70.8% |
| 10Y | +193.5% | +5.1% | +188.4% | +157.1% |
| All | +1,259.9% | +2,922.3% | -1,662.4% | +689.7% |
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