+322.1%
IVV vs TCOM
-12.7%
+334.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | -0.4% | -10.2% | +9.8% | +1.2% |
| 30D | -1.4% | -16.8% | +15.5% | +1.3% |
| 3M | +3.7% | -16.7% | +20.4% | +6.2% |
| 6M | +13.0% | -27.1% | +40.1% | +18.1% |
| YTD | +12.4% | -45.5% | +57.9% | +22.3% |
| 1Y | +18.6% | -45.9% | +64.5% | +29.1% |
| 3Y | +78.1% | +9.8% | +68.3% | +68.3% |
| 5Y | +82.3% | +23.8% | +58.5% | +61.0% |
| 10Y | +322.1% | -10.8% | +332.9% | +262.5% |
| All | +322.1% | -12.7% | +334.8% | +262.5% |
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