+565.7%
AMZN vs TCOM
-9.8%
+575.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -0.7% | -4.9% | +4.2% | +0.4% |
| 30D | -3.9% | -14.4% | +10.5% | -0.8% |
| 3M | +6.3% | -17.7% | +24.0% | +10.3% |
| 6M | +20.8% | -25.1% | +45.9% | +27.6% |
| YTD | +11.2% | -45.7% | +57.0% | +24.9% |
| 1Y | +11.7% | -47.9% | +59.5% | +26.4% |
| 3Y | +79.4% | +8.9% | +70.5% | +68.1% |
| 5Y | +48.0% | +26.9% | +21.2% | +26.5% |
| All | +565.7% | -9.8% | +575.5% | +482.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling