+76.5%
TNA vs TCOM
-9.8%
+86.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | -7.3% | -4.9% | -2.4% | -4.5% |
| 30D | -14.2% | -14.4% | +0.2% | -6.3% |
| 3M | -4.6% | -17.7% | +13.1% | +4.8% |
| 6M | +36.9% | -25.1% | +62.0% | +59.3% |
| YTD | +42.5% | -45.7% | +88.3% | +95.9% |
| 1Y | +45.8% | -47.9% | +93.6% | +105.3% |
| 3Y | +104.7% | +8.9% | +95.7% | +64.0% |
| 5Y | -21.7% | +26.9% | -48.5% | -50.6% |
| All | +76.5% | -9.8% | +86.3% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling