+66.2%
TSM vs TCOM
-46.8%
+113.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | +2.6% | -6.5% | +9.2% | +3.6% |
| 30D | +1.4% | -16.2% | +17.6% | +3.8% |
| 3M | +5.0% | -19.3% | +24.3% | +8.7% |
| 6M | +24.0% | -27.2% | +51.2% | +30.9% |
| YTD | +41.6% | -46.2% | +87.8% | +56.0% |
| 1Y | +66.2% | -46.6% | +112.8% | +80.6% |
| All | +66.2% | -46.8% | +113.0% | +80.6% |
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