+231.1%
GM vs TCOM
-9.8%
+240.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.4% | -4.9% | +2.5% | -1.2% |
| 30D | -1.1% | -14.4% | +13.3% | +2.8% |
| 3M | +6.1% | -17.7% | +23.8% | +10.9% |
| 6M | +15.0% | -25.1% | +40.1% | +23.0% |
| YTD | +6.0% | -45.7% | +51.7% | +22.3% |
| 1Y | +47.1% | -47.9% | +94.9% | +71.3% |
| 3Y | +170.5% | +8.9% | +161.5% | +143.7% |
| 5Y | +80.5% | +26.9% | +53.6% | +43.2% |
| All | +231.1% | -9.8% | +240.9% | +152.4% |
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 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