+423.4%
TRI vs TCOM
+2,536.0%
-2,112.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.2% |
| 7D | -14.4% | -6.5% | -7.8% | -13.6% |
| 30D | -8.1% | -16.2% | +8.1% | -6.1% |
| 3M | +17.5% | -19.3% | +36.9% | +20.6% |
| 6M | -5.0% | -27.2% | +22.3% | -1.3% |
| YTD | -24.7% | -46.2% | +21.5% | -19.1% |
| 1Y | -41.5% | -46.6% | +5.1% | -37.1% |
| 3Y | -20.3% | +8.4% | -28.7% | -23.5% |
| 5Y | -10.9% | +25.8% | -36.7% | -19.8% |
| 10Y | +190.6% | -11.9% | +202.5% | +161.4% |
| All | +423.4% | +2,536.0% | -2,112.6% | +210.1% |
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