-11.5%
TCOM vs SPY
+322.5%
-334.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | 0.0% |
| 7D | -4.9% | -0.8% | -4.1% | -4.2% |
| 30D | -14.4% | -1.1% | -13.3% | -13.6% |
| 3M | -17.7% | +3.9% | -21.5% | -20.8% |
| 6M | -25.1% | +13.6% | -38.7% | -33.9% |
| YTD | -45.7% | +12.7% | -58.4% | -51.7% |
| 1Y | -47.9% | +17.5% | -65.4% | -55.4% |
| 3Y | +8.9% | +76.9% | -68.0% | -37.6% |
| 5Y | +26.9% | +83.6% | -56.7% | -29.5% |
| All | -11.5% | +322.5% | -334.0% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling