+218.2%
GLD vs TCOM
-12.7%
+230.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.0% |
| 7D | +0.1% | -10.2% | +10.3% | +0.3% |
| 30D | +0.2% | -16.8% | +17.0% | +0.5% |
| 3M | +3.2% | -16.7% | +19.9% | +3.5% |
| 6M | -14.6% | -27.1% | +12.4% | -14.2% |
| YTD | +1.8% | -45.5% | +47.3% | +2.7% |
| 1Y | +20.7% | -45.9% | +66.6% | +21.9% |
| 3Y | +126.5% | +9.8% | +116.7% | +126.4% |
| 5Y | +140.0% | +23.8% | +116.2% | +139.6% |
| 10Y | +218.2% | -10.8% | +229.0% | +212.0% |
| All | +218.2% | -12.7% | +230.9% | +212.0% |
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