-81.8%
TMF vs TCOM
+3.5%
-85.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | 0.0% |
| 7D | +0.6% | +7.4% | -6.8% | +1.1% |
| 30D | +16.3% | +13.2% | +3.1% | +17.4% |
| 3M | -2.7% | -4.6% | +1.9% | -3.1% |
| 6M | -13.2% | -16.4% | +3.2% | -14.3% |
| YTD | -16.7% | -38.8% | +22.1% | -19.6% |
| 1Y | -22.7% | -37.3% | +14.6% | -25.3% |
| 3Y | -26.1% | +31.4% | -57.5% | -22.1% |
| 5Y | -88.4% | +45.5% | -134.0% | -87.5% |
| 10Y | -81.8% | +4.6% | -86.5% | -80.5% |
| All | -81.8% | +3.5% | -85.3% | -80.5% |
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 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