+708.6%
TLN vs TCOM
+30.8%
+677.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -2.9% |
| 7D | +11.0% | -1.8% | +12.8% | +11.2% |
| 30D | +4.9% | +12.1% | -7.2% | +3.3% |
| 3M | +4.9% | -3.2% | +8.1% | +5.3% |
| 6M | +7.1% | -16.6% | +23.8% | +9.7% |
| YTD | +0.3% | -39.4% | +39.7% | +7.6% |
| 1Y | +5.9% | -41.5% | +47.4% | +14.3% |
| 3Y | +578.5% | +24.4% | +554.1% | +556.4% |
| All | +708.6% | +30.8% | +677.8% | +687.2% |
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