+42.4%
IVZ vs TCOM
+7.7%
+34.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.5% |
| 7D | -2.8% | +2.2% | -4.9% | -3.4% |
| 30D | -2.2% | +12.5% | -14.7% | -5.3% |
| 3M | -8.1% | -5.6% | -2.5% | -7.1% |
| 6M | +3.8% | -16.5% | +20.2% | +7.9% |
| YTD | +11.5% | -39.4% | +50.8% | +25.5% |
| 1Y | +23.7% | -41.0% | +64.7% | +40.3% |
| 3Y | +145.8% | +29.2% | +116.6% | +113.2% |
| 5Y | +36.1% | +41.6% | -5.5% | +6.6% |
| 10Y | +42.4% | +6.6% | +35.8% | +11.9% |
| All | +42.4% | +7.7% | +34.8% | +11.9% |
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