+3.2%
TLN vs TCOM
-16.7%
+20.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.7% |
| 7D | +22.3% | -1.4% | +23.6% | +21.6% |
| 30D | +1.2% | +11.5% | -10.3% | +6.0% |
| 3M | +5.9% | -5.2% | +11.1% | +4.0% |
| 6M | +3.2% | -16.9% | +20.1% | -3.4% |
| All | +3.2% | -16.7% | +20.0% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling