+254.8%
SPOT vs TCOM
-12.1%
+266.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.2% |
| 7D | -2.9% | -7.6% | +4.8% | -1.0% |
| 30D | +8.3% | -12.2% | +20.5% | +11.7% |
| 3M | +5.1% | -14.2% | +19.3% | +8.7% |
| 6M | -6.5% | -25.0% | +18.5% | -0.2% |
| YTD | -9.0% | -43.7% | +34.7% | +3.4% |
| 1Y | -26.4% | -44.5% | +18.1% | -16.2% |
| 3Y | +240.0% | +13.4% | +226.6% | +208.2% |
| 5Y | +111.7% | +26.5% | +85.3% | +72.8% |
| All | +254.8% | -12.1% | +266.9% | +197.1% |
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 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