-69.0%
TMF vs TCOM
+513.5%
-582.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | 0.0% |
| 7D | +1.2% | +12.1% | -10.9% | +2.8% |
| 30D | +19.7% | +16.5% | +3.3% | +22.3% |
| 3M | -2.1% | -4.0% | +1.9% | -2.7% |
| 6M | -13.4% | -18.5% | +5.1% | -15.7% |
| YTD | -16.7% | -38.3% | +21.6% | -21.8% |
| 1Y | -23.3% | -36.6% | +13.3% | -27.6% |
| 3Y | -24.8% | +31.1% | -56.0% | -18.6% |
| 5Y | -88.0% | +47.6% | -135.6% | -86.3% |
| 10Y | -84.7% | +5.1% | -89.8% | -81.9% |
| All | -69.0% | +513.5% | -582.5% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling