+46.6%
TEM vs TCOM
-21.8%
+68.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.1% |
| 7D | -8.7% | -4.9% | -3.8% | -6.7% |
| 30D | +8.1% | -14.4% | +22.4% | +15.3% |
| 3M | +19.0% | -17.7% | +36.7% | +27.7% |
| 6M | +12.0% | -25.1% | +37.1% | +26.1% |
| YTD | -0.1% | -45.7% | +45.7% | +27.2% |
| 1Y | -33.5% | -47.9% | +14.3% | -13.9% |
| All | +46.6% | -21.8% | +68.4% | +27.0% |
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