-9.9%
TYL vs TCOM
-39.6%
+29.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.5% | +4.0% |
| 7D | +17.3% | +10.7% | +6.6% | +14.8% |
| 30D | +28.9% | +10.1% | +18.8% | +26.4% |
| 3M | +35.1% | -8.9% | +43.9% | +36.5% |
| 6M | +29.3% | -19.2% | +48.5% | +31.9% |
| YTD | -6.8% | -40.6% | +33.9% | -4.8% |
| 1Y | -9.9% | -39.0% | +29.1% | -8.0% |
| All | -9.9% | -39.6% | +29.7% | -8.0% |
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 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