-9.2%
TYL vs TCOM
-41.5%
+32.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | +22.1% | +11.5% | +10.6% | +19.3% |
| 3M | +33.4% | -5.2% | +38.6% | +33.8% |
| 6M | +36.8% | -16.9% | +53.7% | +38.9% |
| YTD | -6.7% | -39.9% | +33.2% | -5.0% |
| 1Y | -9.2% | -42.1% | +32.8% | -6.9% |
| All | -9.2% | -41.5% | +32.3% | -6.9% |
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