+147.3%
IBM vs TCOM
+5.9%
+141.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +1.6% | -1.8% | +3.3% | +1.8% |
| 30D | +9.2% | +12.1% | -2.9% | +7.6% |
| 3M | +4.9% | -3.2% | +8.1% | +5.2% |
| 6M | +16.8% | -16.6% | +33.4% | +19.1% |
| YTD | -14.3% | -39.4% | +25.1% | -9.4% |
| 1Y | -16.7% | -41.5% | +24.8% | -11.6% |
| 3Y | +82.2% | +24.4% | +57.9% | +73.7% |
| 5Y | +149.9% | +41.6% | +108.4% | +126.3% |
| All | +147.3% | +5.9% | +141.4% | +112.3% |
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