+581.7%
TLN vs TCOM
+23.2%
+558.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +3.9% |
| 7D | +7.1% | -9.5% | +16.6% | +8.5% |
| 30D | -3.9% | -10.7% | +6.8% | -2.5% |
| 3M | -16.2% | -14.6% | -1.5% | -14.6% |
| 6M | -5.8% | -19.3% | +13.5% | -3.1% |
| YTD | -15.4% | -42.9% | +27.5% | -8.5% |
| 1Y | -16.7% | -43.8% | +27.1% | -9.6% |
| 3Y | +473.8% | +2.1% | +471.7% | +468.3% |
| All | +581.7% | +23.2% | +558.5% | +569.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling