+411.0%
TSM vs TCOM
+13.4%
+397.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.6% |
| 7D | +6.0% | -7.6% | +13.7% | +7.5% |
| 30D | +4.5% | -12.2% | +16.7% | +6.9% |
| 3M | +3.1% | -14.2% | +17.3% | +5.7% |
| 6M | +30.2% | -25.0% | +55.2% | +37.1% |
| YTD | +45.2% | -43.7% | +88.9% | +60.9% |
| 1Y | +79.6% | -44.5% | +124.1% | +99.1% |
| 3Y | +411.0% | +13.4% | +397.6% | +376.4% |
| All | +411.0% | +13.4% | +397.6% | +376.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling