+75.8%
SPYM vs TCOM
+7.1%
+68.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.5% |
| 7D | -2.0% | -6.5% | +4.5% | -1.3% |
| 30D | -1.6% | -16.2% | +14.6% | +0.1% |
| 3M | +4.7% | -19.3% | +24.1% | +6.9% |
| 6M | +12.6% | -27.2% | +39.8% | +16.1% |
| YTD | +11.8% | -46.2% | +58.0% | +18.7% |
| 1Y | +17.5% | -46.6% | +64.2% | +24.9% |
| All | +75.8% | +7.1% | +68.6% | +74.4% |
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