+397.7%
BAC vs TCOM
-12.7%
+410.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.1% |
| 7D | +0.6% | -10.2% | +10.8% | +2.8% |
| 30D | -1.4% | -16.8% | +15.5% | +2.3% |
| 3M | +15.7% | -16.7% | +32.4% | +19.5% |
| 6M | +32.2% | -27.1% | +59.3% | +40.2% |
| YTD | +15.8% | -45.5% | +61.3% | +29.9% |
| 1Y | +27.3% | -45.9% | +73.1% | +42.8% |
| 3Y | +137.5% | +9.8% | +127.7% | +117.6% |
| 5Y | +73.1% | +23.8% | +49.3% | +44.6% |
| 10Y | +397.7% | -10.8% | +408.5% | +308.3% |
| All | +397.7% | -12.7% | +410.4% | +308.3% |
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