-24.4%
TTD vs TCOM
-16.0%
-8.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | +20.8% | +2.2% | +18.6% | +20.5% |
| 30D | +33.8% | +12.5% | +21.3% | +32.6% |
| 3M | +17.8% | -5.6% | +23.5% | +17.8% |
| All | -24.4% | -16.0% | -8.4% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling