+1,273.7%
GD vs TCOM
+2,694.8%
-1,421.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.3% | -9.5% | +4.3% | -4.1% |
| 30D | -6.4% | -10.7% | +4.3% | -5.1% |
| 3M | +5.7% | -14.6% | +20.3% | +7.6% |
| 6M | -0.9% | -19.3% | +18.4% | +1.4% |
| YTD | +8.2% | -42.9% | +51.1% | +15.3% |
| 1Y | +13.4% | -43.8% | +57.2% | +21.1% |
| 3Y | +68.5% | +2.1% | +66.4% | +62.3% |
| 5Y | +97.2% | +31.2% | +65.9% | +74.9% |
| 10Y | +190.2% | -13.9% | +204.1% | +161.2% |
| All | +1,273.7% | +2,694.8% | -1,421.0% | +706.4% |
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