+1,793.7%
TD vs TCOM
+2,868.4%
-1,074.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +1.1% | -1.8% | +2.9% | +1.4% |
| 30D | +5.2% | +12.1% | -6.9% | +3.4% |
| 3M | +1.2% | -3.2% | +4.4% | +1.5% |
| 6M | +17.7% | -16.6% | +34.4% | +20.3% |
| YTD | +34.2% | -39.4% | +73.6% | +43.1% |
| 1Y | +55.4% | -41.5% | +96.9% | +66.6% |
| 3Y | +130.4% | +24.4% | +106.0% | +112.8% |
| 5Y | +101.8% | +41.6% | +60.2% | +73.9% |
| 10Y | +301.9% | +6.5% | +295.3% | +244.3% |
| All | +1,793.7% | +2,868.4% | -1,074.7% | +925.1% |
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