+167.8%
SLV vs TCOM
+26.3%
+141.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +2.5% | -7.6% | +10.1% | +3.3% |
| 30D | +3.3% | -12.2% | +15.5% | +4.6% |
| 3M | -3.6% | -14.2% | +10.6% | -2.3% |
| 6M | -21.8% | -25.0% | +3.2% | -19.7% |
| YTD | -7.8% | -43.7% | +35.8% | -3.1% |
| 1Y | +58.3% | -44.5% | +102.8% | +66.5% |
| 3Y | +182.6% | +13.4% | +169.2% | +177.0% |
| 5Y | +167.8% | +26.5% | +141.3% | +160.5% |
| All | +167.8% | +26.3% | +141.5% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling