+82.3%
IVV vs TCOM
+25.9%
+56.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | -0.4% | -10.2% | +9.8% | +0.8% |
| 30D | -1.4% | -16.8% | +15.5% | +0.7% |
| 3M | +3.7% | -16.7% | +20.4% | +5.6% |
| 6M | +13.0% | -27.1% | +40.1% | +16.9% |
| YTD | +12.4% | -45.5% | +57.9% | +19.9% |
| 1Y | +18.6% | -45.9% | +64.5% | +26.5% |
| 3Y | +78.1% | +9.8% | +68.3% | +71.4% |
| 5Y | +82.3% | +23.8% | +58.5% | +66.8% |
| All | +82.3% | +25.9% | +56.4% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling