+670.1%
TEL vs TCOM
+345.3%
+324.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -1.4% | -7.6% | +6.2% | +0.2% |
| 30D | -4.9% | -12.2% | +7.4% | -2.3% |
| 3M | +0.1% | -14.2% | +14.3% | +2.8% |
| 6M | +0.4% | -25.0% | +25.4% | +6.2% |
| YTD | -8.9% | -43.7% | +34.8% | +2.0% |
| 1Y | -0.3% | -44.5% | +44.2% | +11.9% |
| 3Y | +67.6% | +13.4% | +54.2% | +54.3% |
| 5Y | +50.7% | +26.5% | +24.2% | +26.0% |
| 10Y | +288.6% | -10.3% | +298.9% | +229.3% |
| All | +670.1% | +345.3% | +324.8% | +249.6% |
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