+3,341.8%
V vs TCOM
+252.9%
+3,088.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.9% | -1.8% | +2.7% | +1.3% |
| 30D | +9.0% | +12.1% | -3.1% | +6.6% |
| 3M | +16.7% | -3.2% | +19.9% | +17.3% |
| 6M | +33.4% | -16.6% | +50.1% | +37.3% |
| YTD | +22.4% | -39.4% | +61.8% | +32.9% |
| 1Y | +27.7% | -41.5% | +69.2% | +39.6% |
| 3Y | +78.0% | +24.4% | +53.6% | +62.3% |
| 5Y | +108.5% | +41.6% | +66.9% | +74.5% |
| 10Y | +459.0% | +6.5% | +452.5% | +366.7% |
| All | +3,341.8% | +252.9% | +3,088.9% | +1,702.3% |
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