-42.2%
TMF vs TCOM
+14.9%
-57.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.3% |
| 7D | -1.4% | -9.5% | +8.1% | -1.6% |
| 30D | -2.8% | -10.7% | +7.9% | -3.0% |
| 3M | -10.9% | -14.6% | +3.7% | -11.1% |
| 6M | -21.3% | -19.3% | -2.0% | -21.5% |
| YTD | -15.9% | -42.9% | +27.1% | -16.7% |
| 1Y | -15.7% | -43.8% | +28.0% | -16.6% |
| All | -42.2% | +14.9% | -57.1% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling