+365.6%
NDAQ vs TCOM
-10.5%
+376.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | -6.8% | -6.5% | -0.3% | -6.1% |
| 30D | -3.2% | -16.2% | +13.1% | -1.4% |
| 3M | +6.5% | -19.3% | +25.8% | +8.8% |
| 6M | +5.7% | -27.2% | +33.0% | +9.1% |
| YTD | -4.6% | -46.2% | +41.6% | +1.1% |
| 1Y | -1.6% | -46.6% | +45.0% | +4.4% |
| 3Y | +86.4% | +8.4% | +78.1% | +80.3% |
| 5Y | +50.3% | +25.8% | +24.5% | +38.3% |
| All | +365.6% | -10.5% | +376.2% | +325.3% |
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 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