+1,124.0%
TTMI vs TCOM
-9.8%
+1,133.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +3.2% |
| 7D | +0.7% | -4.9% | +5.6% | +1.7% |
| 30D | -8.4% | -14.4% | +5.9% | -5.7% |
| 3M | -32.5% | -17.7% | -14.8% | -30.2% |
| 6M | +32.5% | -25.1% | +57.6% | +39.6% |
| YTD | +83.2% | -45.7% | +129.0% | +104.7% |
| 1Y | +161.7% | -47.9% | +209.5% | +194.9% |
| 3Y | +890.1% | +8.9% | +881.2% | +811.5% |
| 5Y | +832.4% | +26.9% | +805.6% | +673.0% |
| All | +1,124.0% | -9.8% | +1,133.8% | +940.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling