+72.9%
BAC vs TCOM
+26.3%
+46.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +1.2% | -7.6% | +8.8% | +2.2% |
| 30D | -0.7% | -12.2% | +11.5% | +0.9% |
| 3M | +16.9% | -14.2% | +31.1% | +18.9% |
| 6M | +29.6% | -25.0% | +54.6% | +34.1% |
| YTD | +15.3% | -43.7% | +58.9% | +23.4% |
| 1Y | +28.8% | -44.5% | +73.4% | +38.2% |
| 3Y | +136.4% | +13.4% | +123.0% | +124.3% |
| 5Y | +72.9% | +26.5% | +46.4% | +63.6% |
| All | +72.9% | +26.3% | +46.6% | +63.6% |
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