-88.0%
TMF vs TCOM
+44.6%
-132.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.2% |
| 7D | +1.2% | +12.1% | -10.9% | +1.1% |
| 30D | +19.7% | +16.5% | +3.3% | +19.5% |
| 3M | -2.1% | -4.0% | +1.9% | -2.1% |
| 6M | -13.4% | -18.5% | +5.1% | -13.3% |
| YTD | -16.7% | -38.3% | +21.6% | -16.5% |
| 1Y | -23.3% | -36.6% | +13.3% | -23.2% |
| 3Y | -24.8% | +31.1% | -56.0% | -25.5% |
| All | -88.0% | +44.6% | -132.6% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling