+137.5%
BAC vs TCOM
+14.9%
+122.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | -9.5% | +10.6% | +2.0% |
| 30D | -0.4% | -10.7% | +10.3% | +0.6% |
| 3M | +16.9% | -14.6% | +31.5% | +18.3% |
| 6M | +26.6% | -19.3% | +45.9% | +28.8% |
| YTD | +15.8% | -42.9% | +58.7% | +21.4% |
| 1Y | +27.2% | -43.8% | +71.0% | +33.4% |
| All | +137.5% | +14.9% | +122.6% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling