-20.8%
TLT vs TCOM
-10.5%
-10.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -1.6% | -6.5% | +4.9% | -1.7% |
| 30D | -1.3% | -16.2% | +14.9% | -1.8% |
| 3M | -3.7% | -19.3% | +15.6% | -4.2% |
| 6M | -6.4% | -27.2% | +20.9% | -7.0% |
| YTD | -4.5% | -46.2% | +41.7% | -5.9% |
| 1Y | -5.9% | -46.6% | +40.8% | -7.2% |
| 3Y | -2.8% | +8.4% | -11.2% | -1.6% |
| 5Y | -35.1% | +25.8% | -60.9% | -33.5% |
| All | -20.8% | -10.5% | -10.2% | -18.8% |
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