+31.2%
TYL vs TCOM
-16.0%
+47.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.7% |
| 7D | +6.7% | +12.1% | -5.4% | +3.0% |
| 30D | +26.5% | +16.5% | +10.1% | +21.2% |
| 3M | +37.3% | -4.0% | +41.3% | +36.2% |
| 6M | +31.2% | -18.5% | +49.7% | +24.1% |
| All | +31.2% | -16.0% | +47.1% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling