+3,319.5%
V vs TCOM
+257.0%
+3,062.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.8% | +6.5% | -5.7% | -0.4% |
| 30D | +9.9% | +13.3% | -3.4% | +7.4% |
| 3M | +17.5% | -6.5% | +24.0% | +18.8% |
| 6M | +33.5% | -16.3% | +49.8% | +37.3% |
| YTD | +21.6% | -38.7% | +60.3% | +31.8% |
| 1Y | +27.6% | -40.1% | +67.7% | +38.8% |
| 3Y | +76.4% | +30.6% | +45.8% | +59.4% |
| 5Y | +103.8% | +45.8% | +58.0% | +69.5% |
| 10Y | +455.5% | +8.1% | +447.4% | +362.5% |
| All | +3,319.5% | +257.0% | +3,062.5% | +1,686.9% |
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