+1,748.3%
TD vs TCOM
+2,694.8%
-946.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +0.3% | -9.5% | +9.8% | +1.8% |
| 30D | +0.4% | -10.7% | +11.1% | +2.0% |
| 3M | +7.6% | -14.6% | +22.3% | +9.7% |
| 6M | +25.0% | -19.3% | +44.3% | +28.4% |
| YTD | +31.0% | -42.9% | +73.9% | +41.1% |
| 1Y | +65.2% | -43.8% | +109.0% | +78.1% |
| 3Y | +122.5% | +2.1% | +120.4% | +111.9% |
| 5Y | +124.8% | +31.2% | +93.6% | +95.9% |
| 10Y | +298.2% | -13.9% | +312.2% | +252.6% |
| All | +1,748.3% | +2,694.8% | -946.5% | +910.5% |
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