+1,004.4%
IVV vs TCOM
+2,694.8%
-1,690.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | -9.5% | +9.6% | +1.6% |
| 30D | +0.1% | -10.7% | +10.8% | +1.7% |
| 3M | +2.0% | -14.6% | +16.6% | +4.1% |
| 6M | +13.0% | -19.3% | +32.4% | +16.3% |
| YTD | +13.6% | -42.9% | +56.5% | +22.6% |
| 1Y | +20.1% | -43.8% | +63.9% | +29.8% |
| 3Y | +77.6% | +2.1% | +75.5% | +70.7% |
| 5Y | +82.5% | +31.2% | +51.3% | +60.7% |
| 10Y | +316.5% | -13.9% | +330.5% | +272.9% |
| All | +1,004.4% | +2,694.8% | -1,690.4% | +494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling