+41.6%
TXN vs TCOM
-42.5%
+84.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | -0.1% | -9.5% | +9.4% | -0.1% |
| 30D | -6.9% | -10.7% | +3.8% | -6.9% |
| 3M | -14.9% | -14.6% | -0.3% | -14.6% |
| 6M | +29.0% | -19.3% | +48.3% | +29.8% |
| YTD | +51.5% | -42.9% | +94.4% | +53.5% |
| 1Y | +41.6% | -43.8% | +85.3% | +43.4% |
| All | +41.6% | -42.5% | +84.1% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling