+181.2%
BAC vs TCOM
+2,694.8%
-2,513.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.1% | -9.5% | +10.6% | +3.5% |
| 30D | -0.4% | -10.7% | +10.3% | +2.3% |
| 3M | +16.9% | -14.6% | +31.5% | +20.8% |
| 6M | +26.6% | -19.3% | +45.9% | +32.4% |
| YTD | +15.8% | -42.9% | +58.7% | +31.1% |
| 1Y | +27.2% | -43.8% | +71.0% | +44.3% |
| 3Y | +132.4% | +2.1% | +130.3% | +115.7% |
| 5Y | +72.6% | +31.2% | +41.4% | +38.2% |
| 10Y | +389.7% | -13.9% | +403.7% | +308.7% |
| All | +181.2% | +2,694.8% | -2,513.5% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling