+583.3%
TGT vs TCOM
+2,569.4%
-1,986.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.8% |
| 7D | -3.6% | -10.2% | +6.6% | -2.2% |
| 30D | +4.4% | -16.8% | +21.2% | +6.9% |
| 3M | +25.4% | -16.7% | +42.1% | +28.1% |
| 6M | +33.4% | -27.1% | +60.4% | +38.5% |
| YTD | +65.6% | -45.5% | +111.1% | +77.9% |
| 1Y | +80.3% | -45.9% | +126.2% | +93.7% |
| 3Y | +42.1% | +9.8% | +32.4% | +35.6% |
| 5Y | -25.0% | +23.8% | -48.8% | -32.4% |
| 10Y | +208.2% | -10.8% | +219.0% | +175.5% |
| All | +583.3% | +2,569.4% | -1,986.1% | +239.0% |
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