+110.6%
SPOT vs TCOM
+21.5%
+89.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | -6.9% | -6.5% | -0.3% | -5.4% |
| 30D | +4.1% | -16.2% | +20.4% | +8.4% |
| 3M | +3.7% | -19.3% | +23.0% | +8.5% |
| 6M | -1.6% | -27.2% | +25.6% | +5.3% |
| YTD | -10.2% | -46.2% | +36.0% | +2.3% |
| 1Y | -25.9% | -46.6% | +20.7% | -15.6% |
| 3Y | +235.6% | +8.4% | +227.2% | +206.0% |
| 5Y | +110.6% | +25.8% | +84.8% | +68.3% |
| All | +110.6% | +21.5% | +89.1% | +68.3% |
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 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