+293.0%
IBKR vs TCOM
+8.0%
+285.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -1.3% | -4.9% | +3.5% | -0.4% |
| 30D | -0.2% | -14.4% | +14.2% | +2.7% |
| 3M | +3.0% | -17.7% | +20.6% | +6.4% |
| 6M | +33.9% | -25.1% | +59.0% | +41.0% |
| YTD | +42.5% | -45.7% | +88.2% | +58.1% |
| 1Y | +44.9% | -47.9% | +92.7% | +61.9% |
| 3Y | +293.0% | +8.9% | +284.1% | +297.1% |
| All | +293.0% | +8.0% | +285.0% | +297.1% |
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 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