-22.5%
TMF vs TCOM
-44.5%
+22.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +1.0% | -7.6% | +8.6% | +0.9% |
| 30D | -1.8% | -12.2% | +10.4% | -2.0% |
| 3M | -8.2% | -14.2% | +6.0% | -8.3% |
| 6M | -19.5% | -25.0% | +5.5% | -19.9% |
| YTD | -16.0% | -43.7% | +27.7% | -18.3% |
| 1Y | -22.5% | -44.5% | +22.0% | -23.9% |
| All | -22.5% | -44.5% | +22.0% | -23.9% |
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