+107.9%
TLT vs TCOM
+2,694.8%
-2,586.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -0.4% | -9.5% | +9.1% | -0.8% |
| 30D | -0.6% | -10.7% | +10.2% | -1.0% |
| 3M | -2.7% | -14.6% | +11.9% | -3.3% |
| 6M | -5.6% | -19.3% | +13.7% | -6.3% |
| YTD | -2.8% | -42.9% | +40.2% | -4.8% |
| 1Y | -1.4% | -43.8% | +42.3% | -3.5% |
| 3Y | -1.6% | +2.1% | -3.7% | -0.4% |
| 5Y | -33.8% | +31.2% | -65.0% | -31.3% |
| 10Y | -21.1% | -13.9% | -7.2% | -18.1% |
| All | +107.9% | +2,694.8% | -2,586.9% | +146.2% |
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