+153.7%
BAX vs TCOM
+2,870.5%
-2,716.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -0.6% | +2.2% | -2.8% | -0.8% |
| 30D | +6.3% | +12.5% | -6.2% | +5.1% |
| 3M | -4.6% | -5.6% | +1.0% | -4.1% |
| 6M | +50.4% | -16.5% | +66.8% | +52.6% |
| YTD | +38.0% | -39.4% | +77.4% | +44.0% |
| 1Y | +44.6% | -41.0% | +85.6% | +51.2% |
| 3Y | -15.1% | +29.2% | -44.4% | -18.6% |
| 5Y | -63.3% | +41.6% | -104.9% | -66.1% |
| 10Y | -34.4% | +6.6% | -41.0% | -39.7% |
| All | +153.7% | +2,870.5% | -2,716.8% | +71.1% |
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