+285.0%
TSM vs TCOM
+25.9%
+259.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | +4.8% | -10.2% | +15.0% | +7.1% |
| 30D | +4.0% | -16.8% | +20.9% | +8.1% |
| 3M | +2.0% | -16.7% | +18.7% | +5.5% |
| 6M | +25.5% | -27.1% | +52.6% | +33.6% |
| YTD | +44.0% | -45.5% | +89.5% | +62.5% |
| 1Y | +75.4% | -45.9% | +121.3% | +97.9% |
| 3Y | +406.7% | +9.8% | +397.0% | +367.0% |
| 5Y | +285.0% | +23.8% | +261.2% | +226.3% |
| All | +285.0% | +25.9% | +259.1% | +226.3% |
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 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