+1,075.3%
TPR vs TCOM
+2,902.5%
-1,827.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +12.1% | +6.5% | +5.5% | +10.4% |
| 30D | +16.7% | +13.3% | +3.4% | +13.3% |
| 3M | -17.4% | -6.5% | -10.9% | -16.1% |
| 6M | +2.3% | -16.3% | +18.6% | +6.2% |
| YTD | +7.1% | -38.7% | +45.8% | +18.9% |
| 1Y | +29.5% | -40.1% | +69.6% | +44.5% |
| 3Y | +415.0% | +30.6% | +384.4% | +360.1% |
| 5Y | +261.5% | +45.8% | +215.7% | +197.5% |
| 10Y | +383.3% | +8.1% | +375.2% | +307.2% |
| All | +1,075.3% | +2,902.5% | -1,827.2% | +419.0% |
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