+958.5%
TPR vs TCOM
+2,694.8%
-1,736.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.3% | -9.5% | +7.2% | 0.0% |
| 30D | -23.0% | -10.7% | -12.2% | -20.9% |
| 3M | -12.5% | -14.6% | +2.2% | -9.4% |
| 6M | -21.4% | -19.3% | -2.1% | -17.6% |
| YTD | -3.5% | -42.9% | +39.4% | +9.0% |
| 1Y | +17.4% | -43.8% | +61.1% | +32.9% |
| 3Y | +291.3% | +2.1% | +289.1% | +270.3% |
| 5Y | +241.9% | +31.2% | +210.7% | +187.8% |
| 10Y | +322.7% | -13.9% | +336.6% | +273.3% |
| All | +958.5% | +2,694.8% | -1,736.3% | +375.6% |
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