+990.2%
IBKR vs TCOM
-9.8%
+1,000.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -1.3% | -4.9% | +3.5% | -0.3% |
| 30D | -0.2% | -14.4% | +14.2% | +3.1% |
| 3M | +3.0% | -17.7% | +20.6% | +6.9% |
| 6M | +33.9% | -25.1% | +59.0% | +41.9% |
| YTD | +42.5% | -45.7% | +88.2% | +60.8% |
| 1Y | +44.9% | -47.9% | +92.7% | +64.9% |
| 3Y | +293.0% | +8.9% | +284.1% | +269.0% |
| 5Y | +497.7% | +26.9% | +470.8% | +407.0% |
| All | +990.2% | -9.8% | +1,000.0% | +819.7% |
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