+216.5%
SLV vs TCOM
-10.5%
+227.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.1% | -5.2% |
| 7D | -5.0% | -6.5% | +1.5% | -4.5% |
| 30D | -1.8% | -16.2% | +14.4% | -0.3% |
| 3M | -0.3% | -19.3% | +19.0% | +1.5% |
| 6M | -28.2% | -27.2% | -1.0% | -26.2% |
| YTD | -10.7% | -46.2% | +35.4% | -6.2% |
| 1Y | +53.7% | -46.6% | +100.3% | +61.6% |
| 3Y | +173.7% | +8.4% | +165.3% | +168.8% |
| 5Y | +161.5% | +25.8% | +135.7% | +149.9% |
| All | +216.5% | -10.5% | +227.0% | +186.1% |
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