+56.0%
TEM vs TCOM
-16.0%
+72.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -5.7% |
| 7D | -5.9% | -1.8% | -4.1% | -5.7% |
| 30D | +4.8% | +12.1% | -7.3% | +3.5% |
| 3M | +31.9% | -3.2% | +35.1% | +30.0% |
| 6M | +56.0% | -16.6% | +72.6% | +64.3% |
| All | +56.0% | -16.0% | +72.0% | +64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling