-39.0%
TCOM vs SPY
+14.6%
-53.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.3% |
| 7D | +10.7% | -0.7% | +11.4% | +11.0% |
| 30D | +10.1% | -1.0% | +11.1% | +10.6% |
| 3M | -8.9% | -0.3% | -8.5% | -8.8% |
| 6M | -19.2% | +7.3% | -26.5% | -24.2% |
| YTD | -40.6% | +13.3% | -54.0% | -46.6% |
| 1Y | -39.0% | +14.8% | -53.8% | -45.8% |
| All | -39.0% | +14.6% | -53.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling