+791.3%
ANET vs TCOM
+29.4%
+761.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.5% |
| 7D | +3.0% | -4.9% | +7.9% | +3.9% |
| 30D | -5.2% | -14.4% | +9.2% | -2.6% |
| 3M | +27.6% | -17.7% | +45.3% | +31.5% |
| 6M | +44.4% | -25.1% | +69.5% | +51.3% |
| YTD | +52.3% | -45.7% | +98.1% | +68.9% |
| 1Y | +30.4% | -47.9% | +78.3% | +45.6% |
| 3Y | +313.3% | +8.9% | +304.3% | +296.2% |
| All | +791.3% | +29.4% | +761.9% | +676.2% |
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