-48.9%
TSLL vs TCOM
+72.4%
-121.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +6.2% |
| 7D | +0.5% | +2.2% | -1.7% | -0.6% |
| 30D | +2.7% | +12.5% | -9.9% | -2.4% |
| 3M | +26.3% | -5.6% | +31.9% | +28.0% |
| 6M | -37.2% | -16.5% | -20.7% | -33.8% |
| YTD | -44.2% | -39.4% | -4.9% | -33.6% |
| 1Y | -44.0% | -41.0% | -3.0% | -32.5% |
| 3Y | 0.0% | +29.2% | -29.2% | -10.6% |
| All | -48.9% | +72.4% | -121.3% | -60.0% |
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