+379.4%
TTD vs TCOM
-7.2%
+386.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +6.3% | -9.5% | +15.9% | +10.4% |
| 30D | -23.9% | -10.7% | -13.2% | -20.7% |
| 3M | -31.4% | -14.6% | -16.8% | -27.7% |
| 6M | -42.7% | -19.3% | -23.3% | -38.3% |
| YTD | -62.0% | -42.9% | -19.0% | -53.7% |
| 1Y | -72.2% | -43.8% | -28.4% | -66.0% |
| 3Y | -81.9% | +2.1% | -84.1% | -83.9% |
| 5Y | -81.5% | +31.2% | -112.8% | -86.6% |
| All | +379.4% | -7.2% | +386.6% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling