+26.8%
TPR vs TCOM
-39.1%
+65.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +14.2% | +12.1% | +2.1% | +11.3% |
| 30D | +17.1% | +16.5% | +0.6% | +13.2% |
| 3M | -17.7% | -4.0% | -13.7% | -17.2% |
| 6M | -10.2% | -18.5% | +8.3% | -6.6% |
| YTD | +4.9% | -38.3% | +43.2% | +11.1% |
| All | +26.8% | -39.1% | +65.9% | +35.9% |
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