+10.8%
TSN vs TCOM
+7.1%
+3.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.4% |
| 7D | +1.4% | -6.5% | +7.9% | +1.5% |
| 30D | -6.2% | -16.2% | +10.1% | -5.8% |
| 3M | -5.7% | -19.3% | +13.7% | -5.3% |
| 6M | -11.4% | -27.2% | +15.9% | -11.0% |
| YTD | -8.2% | -46.2% | +38.0% | -7.5% |
| 1Y | -2.0% | -46.6% | +44.6% | -1.3% |
| All | +10.8% | +7.1% | +3.7% | +12.9% |
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