-34.9%
TLT vs TCOM
+25.9%
-60.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.6% |
| 7D | -0.3% | -10.2% | +9.9% | -0.3% |
| 30D | 0.0% | -16.8% | +16.8% | 0.0% |
| 3M | -2.9% | -16.7% | +13.8% | -2.8% |
| 6M | -6.3% | -27.1% | +20.8% | -6.2% |
| YTD | -3.3% | -45.5% | +42.2% | -3.3% |
| 1Y | -4.2% | -45.9% | +41.7% | -4.2% |
| 3Y | -1.7% | +9.8% | -11.4% | -1.8% |
| 5Y | -34.9% | +23.8% | -58.7% | -37.4% |
| All | -34.9% | +25.9% | -60.8% | -37.4% |
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