+56.1%
B vs TCOM
-45.6%
+101.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | +1.0% | -10.2% | +11.2% | +2.5% |
| 30D | +9.5% | -16.8% | +26.3% | +12.2% |
| 3M | +14.3% | -16.7% | +31.0% | +17.2% |
| 6M | -1.9% | -27.1% | +25.2% | +3.7% |
| YTD | +4.1% | -45.5% | +49.6% | +14.0% |
| 1Y | +56.1% | -45.9% | +102.0% | +68.8% |
| All | +56.1% | -45.6% | +101.7% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling