-66.9%
BAX vs TCOM
+26.3%
-93.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.7% |
| 7D | -2.4% | -7.6% | +5.2% | -1.8% |
| 30D | -9.7% | -12.2% | +2.5% | -8.8% |
| 3M | +29.3% | -14.2% | +43.5% | +30.6% |
| 6M | +40.7% | -25.0% | +65.7% | +43.5% |
| YTD | +30.3% | -43.7% | +74.0% | +35.4% |
| 1Y | +3.4% | -44.5% | +47.9% | +7.6% |
| 3Y | -32.0% | +13.4% | -45.4% | -32.7% |
| 5Y | -66.9% | +26.5% | -93.3% | -67.8% |
| All | -66.9% | +26.3% | -93.2% | -67.8% |
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 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