+493.9%
TLN vs TCOM
+12.1%
+481.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | +10.9% | -7.6% | +18.5% | +12.1% |
| 30D | -6.3% | -12.2% | +5.9% | -4.7% |
| 3M | -10.7% | -14.2% | +3.5% | -9.1% |
| 6M | +1.6% | -25.0% | +26.6% | +5.9% |
| YTD | -13.1% | -43.7% | +30.6% | -5.6% |
| 1Y | -15.1% | -44.5% | +29.5% | -7.5% |
| All | +493.9% | +12.1% | +481.8% | +487.4% |
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