+78.5%
SPY vs TCOM
+13.4%
+65.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.4% |
| 7D | +0.5% | -7.6% | +8.2% | +1.4% |
| 30D | -0.9% | -12.2% | +11.3% | +0.4% |
| 3M | +3.9% | -14.2% | +18.1% | +5.4% |
| 6M | +14.5% | -25.0% | +39.5% | +17.9% |
| YTD | +12.9% | -43.7% | +56.6% | +19.5% |
| 1Y | +19.4% | -44.5% | +63.9% | +26.4% |
| 3Y | +78.5% | +13.4% | +65.0% | +76.8% |
| All | +78.5% | +13.4% | +65.0% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling