+102.4%
TLT vs TCOM
+2,868.4%
-2,766.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -3.1% | -1.8% | -1.3% | -3.2% |
| 30D | +1.0% | +12.1% | -11.0% | +1.5% |
| 3M | -2.7% | -3.2% | +0.5% | -2.8% |
| 6M | -4.1% | -16.6% | +12.5% | -4.8% |
| YTD | -5.4% | -39.4% | +34.0% | -7.0% |
| 1Y | -7.0% | -41.5% | +34.5% | -8.8% |
| 3Y | +2.8% | +24.4% | -21.5% | +4.9% |
| 5Y | -35.4% | +41.6% | -76.9% | -32.8% |
| 10Y | -13.1% | +6.5% | -19.7% | -8.9% |
| All | +102.4% | +2,868.4% | -2,766.1% | +140.3% |
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