+99.7%
TXN vs TCOM
-39.6%
+139.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.2% |
| 7D | +1.0% | +10.7% | -9.7% | +1.4% |
| 30D | +6.1% | +10.1% | -3.9% | +6.5% |
| 3M | +10.4% | -8.9% | +19.2% | +10.6% |
| 6M | +12.6% | -19.2% | +31.7% | +14.1% |
| YTD | +83.5% | -40.6% | +124.1% | +84.2% |
| 1Y | +99.7% | -39.0% | +138.8% | +98.3% |
| All | +99.7% | -39.6% | +139.3% | +98.3% |
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