-38.3%
BAX vs TCOM
-10.5%
-27.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -5.4% | -6.5% | +1.1% | -4.8% |
| 30D | -12.4% | -16.2% | +3.8% | -10.8% |
| 3M | +19.1% | -19.3% | +38.4% | +21.6% |
| 6M | +38.6% | -27.2% | +65.8% | +43.0% |
| YTD | +26.7% | -46.2% | +72.9% | +34.4% |
| 1Y | +1.0% | -46.6% | +47.6% | +7.2% |
| 3Y | -33.9% | +8.4% | -42.3% | -35.6% |
| 5Y | -67.0% | +25.8% | -92.9% | -69.2% |
| All | -38.3% | -10.5% | -27.8% | -40.8% |
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