+10.6%
TMO vs TCOM
+29.4%
-18.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.6% | -4.9% | +4.3% | -0.2% |
| 30D | +1.1% | -14.4% | +15.5% | +2.6% |
| 3M | +28.3% | -17.7% | +46.0% | +30.4% |
| 6M | +23.3% | -25.1% | +48.4% | +26.4% |
| YTD | +5.5% | -45.7% | +51.2% | +11.0% |
| 1Y | +24.5% | -47.9% | +72.4% | +31.5% |
| 3Y | +19.6% | +8.9% | +10.6% | +17.1% |
| All | +10.6% | +29.4% | -18.8% | +1.6% |
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 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