-33.4%
TMF vs TCOM
+26.7%
-60.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.4% |
| 7D | -9.3% | -1.8% | -7.5% | -9.3% |
| 30D | +1.9% | +12.1% | -10.2% | +2.1% |
| 3M | -11.2% | -3.2% | -8.0% | -11.4% |
| 6M | -17.7% | -16.6% | -1.1% | -18.1% |
| YTD | -24.5% | -39.4% | +14.9% | -25.5% |
| 1Y | -29.4% | -41.5% | +12.1% | -30.5% |
| 3Y | -33.4% | +24.4% | -57.8% | -25.1% |
| All | -33.4% | +26.7% | -60.1% | -25.1% |
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