+144.8%
IBM vs TCOM
+5.0%
+139.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +6.8% | +11.5% | -4.8% | +5.2% |
| 3M | +4.4% | -5.2% | +9.6% | +4.9% |
| 6M | +13.2% | -16.9% | +30.1% | +15.4% |
| YTD | -15.1% | -39.9% | +24.8% | -10.2% |
| 1Y | -20.2% | -42.1% | +21.9% | -15.2% |
| 3Y | +79.3% | +28.0% | +51.3% | +70.3% |
| 5Y | +147.5% | +40.4% | +107.1% | +124.3% |
| All | +144.8% | +5.0% | +139.8% | +110.4% |
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