+5.4%
TEM vs TCOM
-41.4%
+46.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -5.9% |
| 7D | -5.9% | -1.8% | -4.1% | -5.4% |
| 30D | +4.8% | +12.1% | -7.3% | +1.1% |
| 3M | +31.9% | -3.2% | +35.1% | +32.5% |
| 6M | +56.0% | -16.6% | +72.6% | +65.8% |
| YTD | +21.3% | -39.4% | +60.6% | +31.5% |
| 1Y | +5.4% | -41.5% | +46.9% | +16.9% |
| All | +5.4% | -41.4% | +46.8% | +16.9% |
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