+307.8%
SPY vs TCOM
+5.9%
+302.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | +2.6% | -1.8% | +4.4% | +2.9% |
| 30D | -2.0% | +12.1% | -14.1% | -3.7% |
| 3M | -2.8% | -3.2% | +0.4% | -2.5% |
| 6M | +2.1% | -16.6% | +18.8% | +4.5% |
| YTD | +11.5% | -39.4% | +50.9% | +19.1% |
| 1Y | +13.5% | -41.5% | +55.0% | +21.9% |
| 3Y | +77.7% | +24.4% | +53.3% | +64.9% |
| 5Y | +72.6% | +41.6% | +31.0% | +49.6% |
| All | +307.8% | +5.9% | +302.0% | +246.6% |
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 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