+52.2%
TEM vs TCOM
-21.5%
+73.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.4% | -3.3% |
| 7D | -1.1% | -10.2% | +9.1% | +3.3% |
| 30D | +11.3% | -16.8% | +28.1% | +20.1% |
| 3M | +25.5% | -16.7% | +42.2% | +33.9% |
| 6M | +17.1% | -27.1% | +44.2% | +33.3% |
| YTD | +3.8% | -45.5% | +49.3% | +31.8% |
| 1Y | -24.4% | -45.9% | +21.5% | -3.5% |
| All | +52.2% | -21.5% | +73.7% | +31.6% |
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 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