-22.4%
TYL vs TCOM
+44.6%
-66.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +6.7% | +12.1% | -5.4% | +4.8% |
| 30D | +26.5% | +16.5% | +10.1% | +23.7% |
| 3M | +37.3% | -4.0% | +41.3% | +38.0% |
| 6M | +31.2% | -18.5% | +49.7% | +34.7% |
| YTD | -7.4% | -38.3% | +30.9% | -1.4% |
| 1Y | -9.6% | -36.6% | +27.0% | -4.2% |
| 3Y | +1.9% | +31.1% | -29.2% | -7.2% |
| All | -22.4% | +44.6% | -66.9% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling