+3,083.2%
TT vs TCOM
+2,694.8%
+388.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | 0.0% | -9.5% | +9.5% | +1.9% |
| 30D | -7.2% | -10.7% | +3.6% | -5.2% |
| 3M | -3.0% | -14.6% | +11.7% | -0.6% |
| 6M | +1.4% | -19.3% | +20.7% | +4.8% |
| YTD | +15.9% | -42.9% | +58.8% | +27.5% |
| 1Y | +9.4% | -43.8% | +53.2% | +20.5% |
| 3Y | +124.4% | +2.1% | +122.3% | +111.7% |
| 5Y | +138.0% | +31.2% | +106.8% | +99.6% |
| 10Y | +886.4% | -13.9% | +900.3% | +743.8% |
| All | +3,083.2% | +2,694.8% | +388.5% | +1,239.3% |
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 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