+467.2%
TDY vs TCOM
-9.8%
+477.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.1% | -4.9% | +3.8% | -0.3% |
| 30D | -12.0% | -14.4% | +2.3% | -9.9% |
| 3M | -3.2% | -17.7% | +14.5% | -0.5% |
| 6M | -7.9% | -25.1% | +17.2% | -3.9% |
| YTD | +18.2% | -45.7% | +64.0% | +29.4% |
| 1Y | +6.7% | -47.9% | +54.5% | +17.4% |
| 3Y | +47.5% | +8.9% | +38.6% | +37.5% |
| 5Y | +39.5% | +26.9% | +12.7% | +19.3% |
| All | +467.2% | -9.8% | +477.0% | +363.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling