-80.9%
TTD vs TCOM
+25.9%
-106.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.2% |
| 7D | -4.6% | -10.2% | +5.6% | -1.0% |
| 30D | +3.7% | -16.8% | +20.5% | +10.4% |
| 3M | -30.2% | -16.7% | -13.5% | -26.2% |
| 6M | -51.4% | -27.1% | -24.3% | -46.1% |
| YTD | -63.4% | -45.5% | -17.9% | -55.4% |
| 1Y | -73.5% | -45.9% | -27.6% | -67.7% |
| 3Y | -83.5% | +9.8% | -93.2% | -85.7% |
| 5Y | -80.9% | +23.8% | -104.7% | -85.2% |
| All | -80.9% | +25.9% | -106.8% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling