+128.5%
GLD vs TCOM
+13.4%
+115.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | -9.5% | +9.0% | -0.1% |
| 30D | +4.4% | -10.7% | +15.1% | +4.9% |
| 3M | -1.1% | -14.6% | +13.5% | -0.5% |
| 6M | -13.8% | -19.3% | +5.5% | -13.0% |
| YTD | +2.6% | -42.9% | +45.6% | +5.0% |
| 1Y | +24.5% | -43.8% | +68.3% | +27.4% |
| All | +128.5% | +13.4% | +115.1% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling