+309.6%
IVV vs TCOM
+3.5%
+306.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +0.1% | +7.4% | -7.3% | -1.0% |
| 30D | -3.3% | +13.2% | -16.5% | -5.2% |
| 3M | -2.4% | -4.6% | +2.2% | -1.9% |
| 6M | +2.6% | -16.4% | +19.0% | +4.9% |
| YTD | +11.3% | -38.8% | +50.1% | +18.8% |
| 1Y | +13.4% | -37.3% | +50.8% | +20.6% |
| 3Y | +80.3% | +31.4% | +48.9% | +65.7% |
| 5Y | +72.7% | +45.5% | +27.2% | +48.8% |
| 10Y | +309.6% | +4.6% | +305.0% | +248.0% |
| All | +309.6% | +3.5% | +306.1% | +248.0% |
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