+587.5%
TLN vs TCOM
+17.7%
+569.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.4% |
| 7D | +5.8% | -10.2% | +16.0% | +7.3% |
| 30D | -6.9% | -16.8% | +10.0% | -4.6% |
| 3M | -10.9% | -16.7% | +5.8% | -9.0% |
| 6M | -4.6% | -27.1% | +22.5% | -0.3% |
| YTD | -14.7% | -45.5% | +30.8% | -7.1% |
| 1Y | -17.9% | -45.9% | +28.0% | -10.5% |
| 3Y | +483.9% | +9.8% | +474.1% | +474.4% |
| All | +587.5% | +17.7% | +569.8% | +579.3% |
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 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