-49.1%
TSLL vs TCOM
+72.3%
-121.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | +17.8% | -1.8% | +19.6% | +18.5% |
| 30D | +8.2% | +12.1% | -3.8% | +3.0% |
| 3M | +20.9% | -3.2% | +24.1% | +21.3% |
| 6M | -37.5% | -16.6% | -20.9% | -34.1% |
| YTD | -44.5% | -39.4% | -5.1% | -33.9% |
| 1Y | -33.0% | -41.5% | +8.6% | -19.0% |
| 3Y | -6.4% | +24.4% | -30.7% | -15.2% |
| All | -49.1% | +72.3% | -121.4% | -60.2% |
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 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