-24.3%
TMF vs TCOM
-39.6%
+15.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +2.4% |
| 7D | +4.0% | +10.7% | -6.7% | +3.7% |
| 30D | +19.5% | +10.1% | +9.4% | +19.2% |
| 3M | -3.5% | -8.9% | +5.3% | -4.1% |
| 6M | -10.6% | -19.2% | +8.6% | -11.1% |
| YTD | -17.1% | -40.6% | +23.6% | -20.2% |
| 1Y | -24.3% | -39.0% | +14.8% | -26.9% |
| All | -24.3% | -39.6% | +15.4% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling