+376.4%
TTD vs TCOM
-11.7%
+388.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -0.6% | -4.9% | +4.3% | +1.3% |
| 30D | +6.3% | -14.4% | +20.7% | +12.6% |
| 3M | -24.1% | -17.7% | -6.5% | -18.9% |
| 6M | -47.4% | -25.1% | -22.3% | -41.8% |
| YTD | -62.2% | -45.7% | -16.5% | -53.1% |
| 1Y | -68.3% | -47.9% | -20.4% | -60.1% |
| 3Y | -83.4% | +8.9% | -92.4% | -85.6% |
| 5Y | -80.3% | +26.9% | -107.1% | -85.5% |
| All | +376.4% | -11.7% | +388.1% | +320.9% |
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