+116.0%
SLV vs TCOM
+26.7%
+89.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -5.8% | -1.8% | -4.1% | -5.6% |
| 30D | -12.1% | +12.1% | -24.2% | -13.5% |
| 3M | -24.1% | -3.2% | -20.9% | -23.9% |
| 6M | -44.4% | -16.6% | -27.7% | -43.1% |
| YTD | -31.5% | -39.4% | +7.9% | -27.4% |
| 1Y | -6.9% | -41.5% | +34.6% | -0.9% |
| 3Y | +116.0% | +24.4% | +91.6% | +112.8% |
| All | +116.0% | +26.7% | +89.3% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling