+508.5%
TTD vs TCOM
+5.9%
+502.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +21.3% | -1.8% | +23.0% | +22.1% |
| 30D | +28.7% | +12.1% | +16.6% | +23.0% |
| 3M | +7.7% | -3.2% | +10.9% | +8.5% |
| 6M | -23.5% | -16.6% | -6.8% | -18.9% |
| YTD | -58.7% | -39.4% | -19.3% | -51.0% |
| 1Y | -63.4% | -41.5% | -21.9% | -56.0% |
| 3Y | -75.3% | +24.4% | -99.7% | -79.6% |
| 5Y | -84.4% | +41.6% | -126.0% | -89.0% |
| All | +508.5% | +5.9% | +502.6% | +406.4% |
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