+38.5%
TNA vs TCOM
-39.6%
+78.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.2% | +1.2% | +3.8% |
| 7D | +2.4% | +10.7% | -8.3% | +0.4% |
| 30D | -0.9% | +10.1% | -11.0% | -2.8% |
| 3M | -19.2% | -8.9% | -10.4% | -17.8% |
| 6M | -0.8% | -19.2% | +18.3% | +5.4% |
| YTD | +33.2% | -40.6% | +73.8% | +43.7% |
| 1Y | +38.5% | -39.0% | +77.6% | +46.2% |
| All | +38.5% | -39.6% | +78.1% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling