+233.1%
BAC vs TCOM
+8.8%
+224.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +6.5% | -4.5% | +0.7% |
| 30D | -6.7% | +13.3% | -20.0% | -9.1% |
| 3M | -20.2% | -6.5% | -13.8% | -19.3% |
| 6M | -0.2% | -16.3% | +16.1% | +2.8% |
| YTD | -6.4% | -38.7% | +32.3% | +2.4% |
| 1Y | -3.1% | -40.1% | +37.0% | +6.5% |
| 3Y | +96.7% | +30.6% | +66.1% | +73.5% |
| 5Y | +21.3% | +45.8% | -24.5% | -2.5% |
| All | +233.1% | +8.8% | +224.3% | +167.0% |
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