-81.9%
TMF vs TCOM
+5.0%
-86.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.5% |
| 7D | -8.2% | -1.4% | -6.8% | -8.3% |
| 30D | +5.3% | +11.5% | -6.2% | +6.2% |
| 3M | -8.5% | -5.2% | -3.3% | -8.9% |
| 6M | -17.2% | -16.9% | -0.3% | -18.3% |
| YTD | -23.4% | -39.9% | +16.5% | -26.2% |
| 1Y | -30.2% | -42.1% | +11.8% | -33.0% |
| 3Y | -32.9% | +28.0% | -61.0% | -29.4% |
| 5Y | -88.5% | +40.4% | -128.9% | -87.7% |
| All | -81.9% | +5.0% | -86.8% | -80.4% |
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 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