+20.3%
SGOV vs TCOM
+48.3%
-28.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | +0.3% | -14.4% | +14.7% | +0.3% |
| 3M | +0.9% | -17.7% | +18.6% | +0.9% |
| 6M | +1.8% | -25.1% | +27.0% | +1.8% |
| YTD | +2.5% | -45.7% | +48.3% | +2.5% |
| 1Y | +3.8% | -47.9% | +51.6% | +3.8% |
| 3Y | +14.4% | +8.9% | +5.4% | +14.4% |
| 5Y | +20.2% | +26.9% | -6.7% | +20.2% |
| All | +20.3% | +48.3% | -28.0% | +20.3% |
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