+12,759.1%
TDG vs TCOM
+710.1%
+12,049.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.0% |
| 7D | -2.4% | -10.2% | +7.7% | -0.3% |
| 30D | -8.0% | -16.8% | +8.8% | -4.5% |
| 3M | -10.5% | -16.7% | +6.2% | -7.5% |
| 6M | -11.9% | -27.1% | +15.2% | -6.5% |
| YTD | -15.4% | -45.5% | +30.1% | -5.1% |
| 1Y | -14.2% | -45.9% | +31.7% | -3.9% |
| 3Y | +51.0% | +9.8% | +41.3% | +40.1% |
| 5Y | +126.5% | +23.8% | +102.7% | +91.7% |
| 10Y | +535.6% | -10.8% | +546.3% | +445.7% |
| All | +12,759.1% | +710.1% | +12,049.1% | +5,456.2% |
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