-86.0%
TMF vs TCOM
-12.7%
-73.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.9% |
| 7D | -0.9% | -10.2% | +9.3% | -1.7% |
| 30D | -1.0% | -16.8% | +15.9% | -2.3% |
| 3M | -11.3% | -16.7% | +5.4% | -12.3% |
| 6M | -22.7% | -27.1% | +4.4% | -24.4% |
| YTD | -17.3% | -45.5% | +28.2% | -20.8% |
| 1Y | -22.5% | -45.9% | +23.4% | -25.7% |
| 3Y | -43.2% | +9.8% | -53.0% | -41.1% |
| 5Y | -88.3% | +23.8% | -112.1% | -87.6% |
| 10Y | -86.0% | -10.8% | -75.2% | -85.0% |
| All | -86.0% | -12.7% | -73.3% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling