+823.3%
SPYM vs TCOM
+1,085.3%
-262.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.6% | -7.6% | +8.2% | +1.7% |
| 30D | -0.9% | -12.2% | +11.3% | +0.9% |
| 3M | +3.9% | -14.2% | +18.1% | +5.8% |
| 6M | +14.5% | -25.0% | +39.5% | +18.9% |
| YTD | +13.0% | -43.7% | +56.7% | +21.7% |
| 1Y | +19.4% | -44.5% | +64.0% | +28.8% |
| 3Y | +78.9% | +13.4% | +65.4% | +69.8% |
| 5Y | +82.3% | +26.5% | +55.9% | +62.8% |
| 10Y | +314.7% | -10.3% | +325.0% | +271.4% |
| All | +823.3% | +1,085.3% | -262.0% | +427.5% |
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