-68.7%
TMF vs TCOM
+467.3%
-536.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.2% |
| 7D | -1.4% | -9.5% | +8.1% | -2.8% |
| 30D | -2.8% | -10.7% | +7.9% | -4.3% |
| 3M | -10.9% | -14.6% | +3.7% | -12.6% |
| 6M | -21.3% | -19.3% | -2.0% | -23.4% |
| YTD | -15.9% | -42.9% | +27.1% | -21.8% |
| 1Y | -15.7% | -43.8% | +28.0% | -21.7% |
| 3Y | -43.4% | +2.1% | -45.5% | -41.0% |
| 5Y | -87.8% | +31.2% | -119.0% | -86.2% |
| 10Y | -86.7% | -13.9% | -72.8% | -84.9% |
| All | -68.7% | +467.3% | -536.0% | -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