-100.0%
SPXU vs TCOM
+272.0%
-371.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | 0.0% |
| 7D | +1.3% | -10.2% | +11.4% | -3.3% |
| 30D | +5.1% | -16.8% | +21.9% | -2.8% |
| 3M | -9.1% | -16.7% | +7.6% | -15.7% |
| 6M | -29.6% | -27.1% | -2.5% | -37.8% |
| YTD | -27.7% | -45.5% | +17.8% | -43.0% |
| 1Y | -37.0% | -45.9% | +8.9% | -50.2% |
| 3Y | -80.2% | +9.8% | -89.9% | -76.4% |
| 5Y | -86.0% | +23.8% | -109.8% | -78.7% |
| 10Y | -99.5% | -10.8% | -88.8% | -99.2% |
| All | -100.0% | +272.0% | -371.9% | -100.0% |
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