+310.3%
TPR vs TCOM
+13.4%
+296.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.3% | -9.5% | +7.2% | -0.4% |
| 30D | -23.0% | -10.7% | -12.2% | -21.2% |
| 3M | -12.5% | -14.6% | +2.2% | -9.9% |
| 6M | -21.4% | -19.3% | -2.1% | -18.2% |
| YTD | -3.5% | -42.9% | +39.4% | +6.3% |
| 1Y | +17.4% | -43.8% | +61.1% | +29.5% |
| All | +310.3% | +13.4% | +296.9% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling