+430.9%
TTD vs TCOM
-1.3%
+432.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +20.8% | +2.2% | +18.6% | +19.7% |
| 30D | +33.8% | +12.5% | +21.3% | +27.7% |
| 3M | +17.8% | -5.6% | +23.5% | +19.9% |
| 6M | -25.7% | -16.5% | -9.3% | -21.4% |
| YTD | -57.9% | -39.4% | -18.5% | -50.1% |
| 1Y | -63.8% | -41.0% | -22.9% | -56.7% |
| 3Y | -75.0% | +29.2% | -104.3% | -79.8% |
| 5Y | -82.5% | +41.6% | -124.2% | -87.7% |
| 10Y | +527.9% | +6.6% | +521.3% | +386.9% |
| All | +430.9% | -1.3% | +432.2% | +347.9% |
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