+10,533.7%
TSM vs TCOM
+2,694.8%
+7,839.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | -9.5% | +12.3% | +4.9% |
| 30D | +3.6% | -10.7% | +14.3% | +6.0% |
| 3M | -3.4% | -14.6% | +11.3% | -0.6% |
| 6M | +20.6% | -19.3% | +39.9% | +25.5% |
| YTD | +41.9% | -42.9% | +84.8% | +58.2% |
| 1Y | +84.4% | -43.8% | +128.2% | +105.9% |
| 3Y | +380.2% | +2.1% | +378.1% | +356.1% |
| 5Y | +275.3% | +31.2% | +244.1% | +219.5% |
| 10Y | +1,751.4% | -13.9% | +1,765.3% | +1,530.1% |
| All | +10,533.7% | +2,694.8% | +7,839.0% | +4,524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling