-16.7%
TLN vs TCOM
-42.5%
+25.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +3.8% |
| 7D | +7.1% | -9.5% | +16.6% | +7.3% |
| 30D | -3.9% | -10.7% | +6.8% | -3.7% |
| 3M | -16.2% | -14.6% | -1.5% | -15.0% |
| 6M | -5.8% | -19.3% | +13.5% | -3.1% |
| YTD | -15.4% | -42.9% | +27.5% | -11.2% |
| 1Y | -16.7% | -43.8% | +27.1% | -13.1% |
| All | -16.7% | -42.5% | +25.8% | -13.1% |
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