-7.2%
TYL vs TCOM
+7.1%
-14.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -3.7% | -9.5% | +5.8% | -2.8% |
| 30D | +18.7% | -10.7% | +29.5% | +19.9% |
| 3M | +18.1% | -14.6% | +32.8% | +19.5% |
| 6M | -1.1% | -19.3% | +18.2% | +0.4% |
| YTD | -19.8% | -42.9% | +23.1% | -16.9% |
| 1Y | -34.3% | -43.8% | +9.5% | -31.9% |
| All | -7.2% | +7.1% | -14.3% | -5.7% |
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