-22.6%
TMF vs TCOM
-39.5%
+17.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +0.6% | +7.4% | -6.8% | +0.4% |
| 30D | +16.3% | +13.2% | +3.1% | +15.9% |
| 3M | -2.7% | -4.6% | +1.9% | -3.3% |
| 6M | -13.2% | -16.4% | +3.2% | -13.6% |
| YTD | -16.7% | -38.8% | +22.1% | -19.8% |
| All | -22.6% | -39.5% | +17.0% | -25.5% |
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 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