+1,877.1%
TCOM vs SPY
+983.2%
+893.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -9.5% | +0.1% | -9.6% | -9.7% |
| 30D | -10.7% | +0.1% | -10.8% | -10.9% |
| 3M | -14.6% | +2.0% | -16.6% | -17.0% |
| 6M | -19.3% | +13.0% | -32.3% | -30.2% |
| YTD | -42.9% | +13.5% | -56.5% | -50.8% |
| 1Y | -43.8% | +20.0% | -63.8% | -54.4% |
| 3Y | +2.1% | +77.2% | -75.1% | -47.6% |
| 5Y | +31.2% | +81.9% | -50.7% | -34.5% |
| 10Y | -13.9% | +314.1% | -328.0% | -84.2% |
| All | +1,877.1% | +983.2% | +893.9% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling