-54.3%
TSLL vs TCOM
-37.8%
-16.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.4% | +8.5% |
| 7D | -21.2% | +12.1% | -33.3% | -22.3% |
| 30D | -13.3% | +16.5% | -29.8% | -15.2% |
| 3M | +15.4% | -4.0% | +19.4% | +16.8% |
| 6M | -34.2% | -18.5% | -15.7% | -28.5% |
| YTD | -52.9% | -38.3% | -14.6% | -45.7% |
| 1Y | -54.3% | -36.6% | -17.7% | -48.3% |
| All | -54.3% | -37.8% | -16.6% | -48.3% |
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