+311.2%
SPY vs TCOM
-10.5%
+321.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.0% | -6.5% | +4.5% | -1.0% |
| 30D | -1.7% | -16.2% | +14.6% | +0.9% |
| 3M | +4.7% | -19.3% | +24.1% | +7.8% |
| 6M | +12.5% | -27.2% | +39.7% | +17.6% |
| YTD | +11.7% | -46.2% | +57.9% | +21.7% |
| 1Y | +17.5% | -46.6% | +64.1% | +28.0% |
| 3Y | +76.6% | +8.4% | +68.2% | +67.3% |
| 5Y | +82.0% | +25.8% | +56.2% | +60.3% |
| All | +311.2% | -10.5% | +321.8% | +255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling