+336.7%
RF vs TCOM
-9.7%
+346.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +2.7% | -7.6% | +10.3% | +4.5% |
| 30D | -3.4% | -12.2% | +8.9% | -0.6% |
| 3M | +6.4% | -14.2% | +20.6% | +9.5% |
| 6M | +13.4% | -25.0% | +38.4% | +20.3% |
| YTD | +14.2% | -43.7% | +57.9% | +28.6% |
| 1Y | +15.7% | -44.5% | +60.2% | +30.5% |
| 3Y | +91.3% | +13.4% | +77.9% | +70.2% |
| 5Y | +89.8% | +26.5% | +63.3% | +52.0% |
| 10Y | +336.7% | -10.3% | +347.0% | +238.4% |
| All | +336.7% | -9.7% | +346.4% | +238.4% |
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