+138.9%
GLD vs TCOM
+26.3%
+112.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | +0.7% | -7.6% | +8.4% | +1.0% |
| 30D | +0.3% | -12.2% | +12.5% | +0.7% |
| 3M | +0.6% | -14.2% | +14.8% | +1.0% |
| 6M | -15.6% | -25.0% | +9.4% | -14.9% |
| YTD | +0.9% | -43.7% | +44.5% | +2.5% |
| 1Y | +19.4% | -44.5% | +63.9% | +21.3% |
| 3Y | +124.5% | +13.4% | +111.0% | +123.4% |
| 5Y | +138.9% | +26.5% | +112.5% | +134.2% |
| All | +138.9% | +26.3% | +112.6% | +134.2% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling