+398.2%
IVZ vs TCOM
+2,902.5%
-2,504.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.2% | +6.5% | -4.4% | +0.3% |
| 30D | -2.2% | +13.3% | -15.5% | -5.6% |
| 3M | -8.4% | -6.5% | -2.0% | -7.2% |
| 6M | +6.2% | -16.3% | +22.5% | +10.4% |
| YTD | +12.4% | -38.7% | +51.1% | +26.3% |
| 1Y | +26.0% | -40.1% | +66.1% | +42.6% |
| 3Y | +147.9% | +30.6% | +117.2% | +115.4% |
| 5Y | +38.8% | +45.8% | -7.0% | +7.9% |
| 10Y | +44.6% | +8.1% | +36.5% | +14.3% |
| All | +398.2% | +2,902.5% | -2,504.3% | +77.3% |
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