+488.5%
NDAQ vs TCOM
+5.9%
+482.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | +1.3% | -1.8% | +3.0% | +1.5% |
| 30D | +18.0% | +12.1% | +5.9% | +16.5% |
| 3M | +11.5% | -3.2% | +14.7% | +11.8% |
| 6M | +21.1% | -16.6% | +37.7% | +23.1% |
| YTD | +12.8% | -39.4% | +52.2% | +18.1% |
| 1Y | +25.7% | -41.5% | +67.2% | +32.0% |
| 3Y | +116.8% | +24.4% | +92.4% | +106.7% |
| 5Y | +67.3% | +41.6% | +25.7% | +52.2% |
| All | +488.5% | +5.9% | +482.6% | +428.7% |
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