+802.2%
TTMI vs TCOM
+21.5%
+780.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | +6.0% | -6.5% | +12.5% | +7.0% |
| 30D | -6.4% | -16.2% | +9.8% | -4.3% |
| 3M | -28.9% | -19.3% | -9.6% | -27.2% |
| 6M | +26.9% | -27.2% | +54.1% | +32.0% |
| YTD | +77.3% | -46.2% | +123.5% | +91.3% |
| 1Y | +147.5% | -46.6% | +194.1% | +167.4% |
| 3Y | +847.6% | +8.4% | +839.3% | +801.8% |
| 5Y | +802.2% | +25.8% | +776.4% | +690.5% |
| All | +802.2% | +21.5% | +780.7% | +690.5% |
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