-46.0%
TSLL vs TCOM
-39.6%
-6.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.2% | -9.5% | -6.7% |
| 7D | -9.4% | +10.7% | -20.1% | -10.8% |
| 30D | +1.6% | +10.1% | -8.5% | -0.1% |
| 3M | +29.4% | -8.9% | +38.3% | +31.9% |
| 6M | -20.1% | -19.2% | -1.0% | -13.9% |
| YTD | -44.5% | -40.6% | -3.9% | -35.5% |
| 1Y | -46.0% | -39.0% | -7.0% | -38.7% |
| All | -46.0% | -39.6% | -6.4% | -38.7% |
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