+435.3%
GNRC vs TCOM
-9.8%
+445.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -0.2% | -4.9% | +4.7% | +1.0% |
| 30D | -15.7% | -14.4% | -1.3% | -12.8% |
| 3M | -27.3% | -17.7% | -9.7% | -24.6% |
| 6M | -12.1% | -25.1% | +13.1% | -6.9% |
| YTD | +37.1% | -45.7% | +82.9% | +55.5% |
| 1Y | -0.5% | -47.9% | +47.4% | +14.1% |
| 3Y | +61.5% | +8.9% | +52.6% | +48.9% |
| 5Y | -58.6% | +26.9% | -85.4% | -65.3% |
| All | +435.3% | -9.8% | +445.1% | +324.2% |
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 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