+191.1%
TRI vs TCOM
-9.8%
+200.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -7.9% | -4.9% | -3.0% | -7.4% |
| 30D | -4.5% | -14.4% | +9.9% | -3.1% |
| 3M | +22.1% | -17.7% | +39.8% | +24.1% |
| 6M | -2.8% | -25.1% | +22.3% | -0.3% |
| YTD | -23.4% | -45.7% | +22.3% | -19.4% |
| 1Y | -41.5% | -47.9% | +6.3% | -38.3% |
| 3Y | -19.2% | +8.9% | -28.2% | -21.4% |
| 5Y | -9.4% | +26.9% | -36.3% | -15.5% |
| All | +191.1% | -9.8% | +200.9% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling