+56.5%
TEL vs TCOM
+29.4%
+27.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +1.6% | -4.9% | +6.5% | +2.3% |
| 30D | -0.7% | -14.4% | +13.7% | +1.5% |
| 3M | +2.4% | -17.7% | +20.1% | +5.0% |
| 6M | +4.1% | -25.1% | +29.2% | +8.3% |
| YTD | -5.8% | -45.7% | +39.9% | +2.2% |
| 1Y | +0.9% | -47.9% | +48.7% | +10.0% |
| 3Y | +72.6% | +8.9% | +63.7% | +65.1% |
| All | +56.5% | +29.4% | +27.1% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling