-8.6%
TEL vs TCOM
-39.6%
+31.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.2% |
| 7D | -0.5% | +10.7% | -11.1% | -1.7% |
| 30D | +0.6% | +10.1% | -9.5% | -0.7% |
| 3M | +2.0% | -8.9% | +10.8% | +3.4% |
| 6M | +8.1% | -19.2% | +27.3% | +12.9% |
| YTD | -2.2% | -40.6% | +38.5% | +2.8% |
| 1Y | -8.6% | -39.0% | +30.4% | -5.8% |
| All | -8.6% | -39.6% | +31.0% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling