+1,672.6%
TSM vs TCOM
+5.0%
+1,667.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +14.8% | -1.4% | +16.2% | +15.2% |
| 30D | -8.9% | +11.5% | -20.4% | -11.5% |
| 3M | -5.3% | -5.2% | -0.1% | -4.4% |
| 6M | +2.6% | -16.9% | +19.5% | +6.3% |
| YTD | +34.5% | -39.9% | +74.4% | +50.1% |
| 1Y | +41.0% | -42.1% | +83.1% | +58.7% |
| 3Y | +333.1% | +28.0% | +305.1% | +280.2% |
| 5Y | +270.1% | +40.4% | +229.7% | +197.3% |
| All | +1,672.6% | +5.0% | +1,667.7% | +1,351.7% |
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 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