+23.8%
TCOM vs SPY
+81.0%
-57.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.8% |
| 7D | -10.2% | -0.4% | -9.8% | -9.9% |
| 30D | -16.8% | -1.4% | -15.5% | -15.8% |
| 3M | -16.7% | +3.7% | -20.4% | -19.8% |
| 6M | -27.1% | +13.0% | -40.1% | -35.4% |
| YTD | -45.5% | +12.4% | -57.9% | -51.4% |
| 1Y | -45.9% | +18.5% | -64.4% | -54.2% |
| 3Y | +9.8% | +77.6% | -67.9% | -39.0% |
| 5Y | +23.8% | +81.7% | -57.9% | -31.3% |
| All | +23.8% | +81.0% | -57.2% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling