+1,301.5%
SPYG vs TCOM
+2,569.4%
-1,267.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.1% |
| 7D | +0.3% | -10.2% | +10.5% | +2.0% |
| 30D | -1.7% | -16.8% | +15.1% | +1.1% |
| 3M | +3.6% | -16.7% | +20.3% | +6.2% |
| 6M | +16.6% | -27.1% | +43.7% | +22.0% |
| YTD | +13.4% | -45.5% | +58.9% | +23.6% |
| 1Y | +19.6% | -45.9% | +65.5% | +30.4% |
| 3Y | +99.8% | +9.8% | +90.0% | +90.1% |
| 5Y | +85.0% | +23.8% | +61.2% | +64.7% |
| 10Y | +422.1% | -10.8% | +432.9% | +366.3% |
| All | +1,301.5% | +2,569.4% | -1,267.9% | +683.5% |
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 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