-18.7%
TSN vs TCOM
+29.4%
-48.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +3.0% | -4.9% | +7.9% | +3.3% |
| 30D | -4.2% | -14.4% | +10.2% | -3.5% |
| 3M | -3.9% | -17.7% | +13.8% | -3.1% |
| 6M | -9.8% | -25.1% | +15.3% | -8.7% |
| YTD | -7.3% | -45.7% | +38.5% | -4.9% |
| 1Y | -2.2% | -47.9% | +45.6% | +0.5% |
| 3Y | +11.9% | +8.9% | +2.9% | +9.3% |
| All | -18.7% | +29.4% | -48.1% | -24.0% |
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