+309.3%
TEL vs TCOM
-9.8%
+319.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | +1.6% | -4.9% | +6.5% | +2.6% |
| 30D | -0.7% | -14.4% | +13.7% | +2.4% |
| 3M | +2.4% | -17.7% | +20.1% | +6.0% |
| 6M | +4.1% | -25.1% | +29.2% | +9.9% |
| YTD | -5.8% | -45.7% | +39.9% | +5.5% |
| 1Y | +0.9% | -47.9% | +48.7% | +13.9% |
| 3Y | +72.6% | +8.9% | +63.7% | +60.3% |
| 5Y | +57.5% | +26.9% | +30.7% | +32.4% |
| All | +309.3% | -9.8% | +319.1% | +240.4% |
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