+816.6%
GLD vs TCOM
+1,290.4%
-473.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | -9.5% | +9.0% | -0.4% |
| 30D | +4.4% | -10.7% | +15.1% | +4.6% |
| 3M | -1.1% | -14.6% | +13.5% | -0.9% |
| 6M | -13.8% | -19.3% | +5.5% | -13.5% |
| YTD | +2.6% | -42.9% | +45.6% | +3.5% |
| 1Y | +24.5% | -43.8% | +68.3% | +25.6% |
| 3Y | +125.8% | +2.1% | +123.7% | +125.2% |
| 5Y | +137.8% | +31.2% | +106.6% | +135.4% |
| 10Y | +221.4% | -13.9% | +235.3% | +218.3% |
| All | +816.6% | +1,290.4% | -473.9% | +710.1% |
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