-56.8%
TSLL vs TCOM
+75.4%
-132.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.4% | +8.2% |
| 7D | -21.2% | +12.1% | -33.3% | -24.8% |
| 30D | -13.3% | +16.5% | -29.8% | -18.6% |
| 3M | +15.4% | -4.0% | +19.4% | +16.3% |
| 6M | -34.2% | -18.5% | -15.7% | -29.9% |
| YTD | -52.9% | -38.3% | -14.6% | -44.2% |
| 1Y | -54.3% | -36.6% | -17.7% | -46.5% |
| 3Y | -18.4% | +31.1% | -49.5% | -27.4% |
| All | -56.8% | +75.4% | -132.2% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling