+45.9%
TEM vs TCOM
-22.5%
+68.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.6% |
| 7D | -9.2% | -6.5% | -2.6% | -6.5% |
| 30D | +5.5% | -16.2% | +21.7% | +13.6% |
| 3M | +18.7% | -19.3% | +38.0% | +28.5% |
| 6M | +15.4% | -27.2% | +42.6% | +31.4% |
| YTD | -0.5% | -46.2% | +45.7% | +27.0% |
| 1Y | -24.8% | -46.6% | +21.8% | -3.5% |
| All | +45.9% | -22.5% | +68.4% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling