+1.9%
TYL vs TCOM
+30.2%
-28.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | +6.7% | +12.1% | -5.4% | +5.4% |
| 30D | +26.5% | +16.5% | +10.1% | +24.7% |
| 3M | +37.3% | -4.0% | +41.3% | +37.5% |
| 6M | +31.2% | -18.5% | +49.7% | +32.8% |
| YTD | -7.4% | -38.3% | +30.9% | -4.9% |
| 1Y | -9.6% | -36.6% | +27.0% | -7.3% |
| 3Y | +1.9% | +31.1% | -29.2% | +3.3% |
| All | +1.9% | +30.2% | -28.3% | +3.3% |
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 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