+76.5%
TXN vs TCOM
+8.0%
+68.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.7% |
| 7D | +4.0% | -4.9% | +8.9% | +4.5% |
| 30D | -2.9% | -14.4% | +11.5% | -1.4% |
| 3M | -9.1% | -17.7% | +8.6% | -7.5% |
| 6M | +36.6% | -25.1% | +61.7% | +40.4% |
| YTD | +57.5% | -45.7% | +103.2% | +67.4% |
| 1Y | +49.5% | -47.9% | +97.4% | +59.7% |
| 3Y | +76.5% | +8.9% | +67.6% | +73.6% |
| All | +76.5% | +8.0% | +68.5% | +73.6% |
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