-84.0%
TTD vs TCOM
+8.5%
-92.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.2% |
| 7D | -4.6% | -10.2% | +5.6% | -2.2% |
| 30D | +3.7% | -16.8% | +20.5% | +8.2% |
| 3M | -30.2% | -16.7% | -13.5% | -27.5% |
| 6M | -51.4% | -27.1% | -24.3% | -47.9% |
| YTD | -63.4% | -45.5% | -17.9% | -58.3% |
| 1Y | -73.5% | -45.9% | -27.6% | -69.8% |
| All | -84.0% | +8.5% | -92.4% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling