+2,661.5%
TMO vs TCOM
+2,536.0%
+125.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -2.5% | -6.5% | +4.1% | -1.5% |
| 30D | -0.3% | -16.2% | +15.9% | +2.2% |
| 3M | +25.3% | -19.3% | +44.6% | +28.8% |
| 6M | +20.9% | -27.2% | +48.1% | +26.1% |
| YTD | +4.3% | -46.2% | +50.5% | +13.1% |
| 1Y | +27.0% | -46.6% | +73.7% | +37.7% |
| 3Y | +17.5% | +8.4% | +9.1% | +12.2% |
| 5Y | +6.9% | +25.8% | -18.9% | -4.8% |
| 10Y | +332.0% | -11.9% | +343.9% | +284.3% |
| All | +2,661.5% | +2,536.0% | +125.5% | +1,329.4% |
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 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