+13.6%
TPR vs TCOM
-44.5%
+58.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.4% |
| 7D | -3.4% | -7.6% | +4.3% | -1.6% |
| 30D | -27.3% | -12.2% | -15.1% | -25.1% |
| 3M | -16.2% | -14.2% | -2.0% | -13.4% |
| 6M | -17.9% | -25.0% | +7.1% | -12.6% |
| YTD | -7.1% | -43.7% | +36.6% | +2.1% |
| 1Y | +13.6% | -44.5% | +58.2% | +24.9% |
| All | +13.6% | -44.5% | +58.1% | +24.9% |
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