+82.6%
SPYM vs TCOM
+21.5%
+61.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.5% |
| 7D | -2.0% | -6.5% | +4.5% | -1.2% |
| 30D | -1.6% | -16.2% | +14.6% | +0.3% |
| 3M | +4.7% | -19.3% | +24.1% | +7.1% |
| 6M | +12.6% | -27.2% | +39.8% | +16.4% |
| YTD | +11.8% | -46.2% | +58.0% | +19.3% |
| 1Y | +17.5% | -46.6% | +64.2% | +25.4% |
| 3Y | +77.0% | +8.4% | +68.6% | +70.7% |
| 5Y | +82.6% | +25.8% | +56.8% | +66.8% |
| All | +82.6% | +21.5% | +61.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling