-34.7%
TLT vs TCOM
+43.1%
-77.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.0% | +2.2% | -3.2% | -1.0% |
| 30D | +3.7% | +12.5% | -8.8% | +3.6% |
| 3M | -0.8% | -5.6% | +4.8% | -0.8% |
| 6M | -3.6% | -16.5% | +12.9% | -3.5% |
| YTD | -3.9% | -39.4% | +35.4% | -3.8% |
| 1Y | -6.2% | -41.0% | +34.7% | -6.1% |
| 3Y | +4.2% | +29.2% | -25.1% | +3.9% |
| 5Y | -34.7% | +41.6% | -76.3% | -37.7% |
| All | -34.7% | +43.1% | -77.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling