+333.1%
SLV vs TCOM
+619.0%
-285.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | -9.5% | +9.2% | +0.6% |
| 30D | +6.7% | -10.7% | +17.4% | +7.8% |
| 3M | -10.7% | -14.6% | +3.9% | -9.6% |
| 6M | -20.6% | -19.3% | -1.3% | -19.1% |
| YTD | -7.1% | -42.9% | +35.8% | -2.7% |
| 1Y | +62.0% | -43.8% | +105.8% | +70.0% |
| 3Y | +169.8% | +2.1% | +167.7% | +164.8% |
| 5Y | +161.5% | +31.2% | +130.2% | +144.3% |
| 10Y | +224.4% | -13.9% | +238.3% | +204.1% |
| All | +333.1% | +619.0% | -285.9% | +156.6% |
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