+570.0%
TLN vs TCOM
+16.2%
+553.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | +2.0% | -6.5% | +8.5% | +2.9% |
| 30D | -12.9% | -16.2% | +3.3% | -10.9% |
| 3M | -7.4% | -19.3% | +11.9% | -5.0% |
| 6M | -6.0% | -27.2% | +21.2% | -1.8% |
| YTD | -16.9% | -46.2% | +29.3% | -9.3% |
| 1Y | -22.6% | -46.6% | +24.0% | -15.5% |
| 3Y | +469.0% | +8.4% | +460.6% | +460.8% |
| All | +570.0% | +16.2% | +553.8% | +563.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling